Malaysian Prime Minister Najib Razak said the Islamic State group is a "very real" threat to the country, hours after a video claiming to be from the militants' regional wing warned of attacks in the Muslim-majority nation for arresting its supporters.

Police said the video, believed to feature operatives from the extremist group Katibah Nusantara speaking under the IS logo, was significant because, if confirmed, it was the first from the Islamic State in Malay.

"This threat is very real and my government takes it very seriously," Najib told a conference on extremism. "This is a challenge that faces us all around the world. We are far from immune to this danger in Malaysia."