Malaysia has never ruled out the possibility that missing Malaysia Airlines flight MH370 could have been downed by a suicidal pilot, the country's former prime minister Najib Razak said on Wednesday.

Najib, who was premier when MH370 vanished with 239 people on board nearly six years ago, was responding to remarks by former Australian Prime Minister Tony Abbott that Malaysian leaders had considered from the outset that flight captain Zaharie Ahmad Shah may have committed mass murder.

"My very clear understanding from the very top levels of the Malaysian government is that from very, very early on here, they thought it was a murder-suicide by the pilot," Abbott said in a clip from a Sky News documentary on the tragedy airing Wednesday.