A Malaysian plantation manager held hostage by Philippine Muslim extremists for nine months escaped on Tuesday, but a cousin held alongside him died in captivity, Philippine police said.

Tung Wei Jie, 26, who was seized in the Malaysian state of Sabah last November, was found by a policeman in the southern Philippine island of Jolo, said Senior Superintendent Jose Bayani Gucela.

"He informed the policeman that he was kidnapped along with a cousin whom he identified as Fei but only he escaped from his captors. Fei had died in captivity from illness," said Gucela, the police deputy director for the region including Jolo.

Police said Tung did not specify the illness that killed his cousin or when he died.

The escaped captive is undergoing a medical examination before he is flown home.

Provincial military officer Colonel Jose Joriel Cenabre said Tung and his cousin, Tung Wei Fei, 34, who were managers of a palm oil plantation, were abducted in Sabah's Lahad Datu district on November 13.

They were taken to Jolo island, a known stronghold of the Al-Qaeda-linked Abu Sayyaf militant group.

Police blamed the kidnapping on the Abu Sayyaf, which has carried out the worst terror attacks in Philippine history including bombings and mass kidnappings of foreigners.

The group, founded in the 1990s with seed money from Al-Qaeda mastermind Osama bin Laden, has in the past crossed the maritime border between the southern Philippines and Malaysia to seize captives for ransom.

These included two Malaysian seaweed farmers kidnapped in Borneo in 2010 and recovered unharmed later that year, and 21 mostly western holidaymakers seized from a resort at Sipadan in Malaysia in 2000.

The 21 hostages were freed either after ransom was paid or because of the pursuit of the kidnappers by authorities.

The Abu Sayyaf are still believed to be holding foreign and local hostages in the strife-torn southern Philippines.