"In countries where the assistance we offer could lead to the death penalty, the assistance we may be able to offer will be limited," it said in a report by the Human Rights and Open Democracy Department.
A spokesperson for the National Crime Agency (NCA) said: "The NCA first engaged with Malaysian authorities in 2014 and have continued to do so.
"We will continue to work with Malaysian law enforcement as investigations continue."
Huckle, 30, was given 22 life sentences after admitting 71 charges of sex abuse against children aged six months to 12 years in Malaysia and Cambodia.
He was described by National Crime Agency spokesman Matthew Long as "one of the most committed, manipulative, conniving paedophiles I have come across".
In Malaysia's capital Kuala Lumpur, a non-governmental organisation has started holding workshops on sexual abuse for children of one of the poor Indian communities frequented by the church-going Briton.
It took weeks to convince the 200 families in the community to allow their children, some as young as four, to take part in the scheme.