Malaysia has complained to Turkey for deporting several suspected militants to Kuala Lumpur without warning, a security official said on Tuesday, as police step up checks ahead of the Southeast Asian Games that start in the capital this month.

The suspects, all foreigners, were deported from Turkey after being caught trying to enter Syria to join up with Islamic State, the security source told Reuters.

"Turkey should have followed international protocol, first by deporting them to their last port of embarkation and secondly by informing the country where deportees are sent to," said the source who is aware of the discussions.

The source did not want to be identified as the discussions were private.

It was not clear how many suspects were missing and when they entered Malaysia.

But Malaysian Deputy Prime Minister Ahmad Zahid Hamidi said last week that they were searching for at least 16 militants deported from Turkey.

According to police, the suspects were given an option by Turkish authorities to be deported to Malaysia rather than their last port of call. Many had chosen Malaysia due to its many visa-free agreements with other countries.

The Turkish embassy in Kuala Lumpur did not respond to an emailed request for comment.

The counter-terrorism police team conducted a six-hour raid around major roads in the Kuala Lumpur on Sunday, arresting more than 400 people, as it stepped up security for the Southeast Asia Games that begin on Aug 19.

Those arrested on Sunday were mostly undocumented migrants from various countries including Bangladesh, India, Nepal and Myanmar.

"Our operations are focused on finding and taking action against foreigners with connections to terrorism, especially those linked to activities in Syria," said Malaysian police counter-terrorism division chief Ayob Khan Mydin Pitchay.

"We are worried about these Syria-linked elements being in Malaysia."

A Pakistani national was also detained for possible links to security offences, after police found him with 40,000 ringgit ($9,340), 62 passports from various countries and a machine for forging Immigration Department stickers.

- Reuters