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Former Malaysian leader Najib Razak was brought in for questioning by anti-corruption authorities on Tuesday, just days after his shock election loss.

A top graft fighter claimed he'd faced threats previously as the old regime tried to suppress the probe.

Razak's ruling coalition, Barisan Nasional, suffered an election loss after Mahathir Mohamad, a former leader of the BN party came out of retirement and went head-to-head against his protege Najib Razak for the position of prime minister.

While many were expecting an easy victory for Razak's BN coalition - who had held onto power for six decades by controlling the media, government, police and electoral apparatus - Mahathir's surprise return caused what opposition dubbed a "Malay tsunami" and ousted BN from its tight grip on power.

The shock victory only highlighted the depth of disgust and disillusionment the country had with former leader Razak, who stands accused of corruption and plundering the state investment fund 1MDB.

Billions of dollars were allegedly stolen from the fund in a sophisticated fraud, and used to buy everything from artworks to high-end real estate.

The ousted leader was quizzed about 1MDB money allegedly ending up in his personal bank accounts at the Malaysian Anti-Corruption Commission (MACC) headquarters in the administrative capital of Putrajaya.

Nearly $700 million had appeared in his personal bank accounts while billions more remain unaccounted for.

Razak left after about five hours, speaking to the journalists amassed outside the MACC headquarters that officials had "acted professionally" as they took his statement.

The questioning is expected to continue Thursday.

Razak was barred from travelling last week by the immigration department, after he announced plans to have a "short break" following his election loss, and had his house raided by police officers.

Since his defeat, there has been speculation that he and his wife might try to flee the country as the new government has vowed to investigate the massive financial scandal.

Muzzling criticism

The toppled regime went to great lengths to put a halt to scrutiny of the problems surrounding 1MDB, closing down domestic probes, sacking critics from government, jailing those who spoke out, and muzzling the media.

New MACC chief Shukri Abdull, a long-time senior figure in the agency who retired but has been brought back by Mahathir, shed tears at a press conference as he told how he came under "tremendous pressure" during an earlier probe into a 1MDB subsidiary.

He recounted how witnesses were intimidated, authorities tried to push him into early retirement, and that he even received a bullet in the post.

Shukri said the harassment reached a "very frightening" level and at one point he briefly fled to the United States as he feared arrest.

"Our witnesses were abducted. Some of them were questioned by others as to what they revealed to us," he said. 

"I received a bullet at my home," he added. "I did not even tell my wife and my family, I did not lodge a police report."

As pressure mounted, Shukri decided to retire in 2016.