But the Football Association of Malaysia (FAM) has issued a statement saying it believed it would be "unsafe" for the national side to see through the fixture on North Korean soil.
FAM chief Hamidin Mohamad Ali said: "The government has asked us not to go to Pyongyang.
He said a decision to expel North Korea's ambassador to Malaysia, Kang Chol, on Saturday, "appears to have made it unsafe for Malaysians to visit North Korea at this time".
Mr Ali said a request had been made to switch the fixture to a "neutral venue" and that he expected the Asian Football Confederation to make a decision by the end of the week.
Diplomatic relations between the two nations have been strained since the alleged assassination of Mr Kim - the exiled elder half-brother of North Korean leader Kim Jong-Un - with Malaysia withdrawing visa-free entry for North Koreans.
SKY News.
