Police have arrested a Malaysian and three foreigners believed to be involved in terrorism-linked activities in Selangor and Pahang.

Inspector-general of police Khalid Abu Bakar said the Malaysian is believed linked to Islamic State member Muhammad Wanndy Mohamed Jedi, who had allegedly instructed the June Puchong blast.

The suspect, a 34-year-old businessman, is accused of promoting the Islamic State on his Facebook post, Khalid said in a statement today.

The four, including a Bangladeshi, Nepali and Moroccan, were arrested between Aug 2 and Sept 17, he said.

The Bangladeshi suspect, 37, owns a restaurant in Bukit Bintang and is suspected of smuggling arms for international terror groups.

He was listed in the Interpol red notice, arrested Aug 19 and deported to Bangladesh on Sept 2, Khalid said.

The Nepali, a businessman believed to manage an entertainment and hotel business, is suspected of forging travel documents used by suspected terrorists.

The 38-year-old was arrested on Aug 19 and deported to Nepal on Sept 2, he said.

The Moroccan, 26, is a welder who is believed to be an IS member arrested by Turkey when he tried to illegally enter Syria through there last February.

He entered Malaysia in May, arrested on Aug 2 and deported to Morocco on Sept 21, Khalid said.