A woman is believed to have been swept away by water underneath Malaysia's capital after falling into a sinkhole which opened up in the pavement where she was walking.

The woman plunged into the eight-metre-deep sinkhole in the Dang Wangi area of Kuala Lumpur, where local police chief Sulizmie Affendy Sulaiman said witnesses saw the paved walkway suddenly collapse under her.

The woman was identified as a 48-year-old tourist from India.

Rescuers barricaded part of the area and used an excavator to clear debris in the sinkhole, but there was no immediate sign of the victim. 

Mr Sulizmie declined to comment when asked about the possible condition of the woman, or the cause of the incident.

Kuala Lumpur police chief Rusdi Mohamad Isa said there was a strong water flow underground and the woman might have been swept away.

Mr Rusdi was quoted by the national Bernama news agency as saying the search required careful planning because it involved public infrastructure.

For instance, if pipes or drains were shut down, it could cause flooding in the area, he said. 

"We can't act recklessly," he added.

Mr Rusdi said a soil slip was reported last year in the same location where the sinkhole appeared but that it was fixed. 

He said businesses in the area had been advised to close temporarily for safety reasons.

The woman had come to Malaysia with her husband and several friends about two months ago for a holiday and they were due to return home Saturday, he said.

AP