"There is an appeal from FAM. We are looking into it," said Windsor John, secretary-general of the Asian Football Confederation (AFC).
The Football Association of Malaysia (FAM) made the appeal after the AFC announced on Monday that the match would be played in Pyongyang on June 8.
Diplomatic relations between the two countries were strained over the assassination of Kim Jong-Nam -- the estranged half-brother of North Korean leader Kim Jong-Un -- at Kuala Lumpur airport in February.
Both countries temporarily banned each other's citizens from leaving and withdrew their ambassadors.
Malaysia had originally been due to play the match in Pyongyang on March 28 as a lead-up to the 2019 tournament in the United Arab Emirates.
But Malaysian officials at the time banned the team from playing in Pyongyang, citing security fears, and the AFC decided to postpone the tie due to "escalating diplomatic tension".
The travel ban was lifted in late March after a deal was struck involving the return of Kim's body to North Korea . (APP)