They were flown in on a specially chartered plane over night as national flags were lowered to half mast.
A minutes silence will be held today as the country holds a day of mourning.
A Malaysia Airlines spokesman said the company was organising a prayer session, to allow the public to offer their respects and prayers.
Flight MH17 was shot down over Ukraine on 17 July by pro Russian rebels.
Many bodies still haven't been recovered from the crash site which is mainly controlled by the rebels.
All 298 passengers and crew lost their lives.
This is the first time Malaysia has held such a day of mourning for civilians.
The honour is usual withheld for members of the royal family.