Hussain, 75, who is the founder of Arab-Malaysian Development Bank, was shot dead in the parking lot near the Chinese temple Kuan Yin in Lorong Ceylon at 2pm on Monday.
The 30-second video shows a lifeless Hussain on the ground of the parking lot covered in blood.
There is also a woman, believed to be his 49-year-old wife, cradling his head on her lap as she sits slumped on the ground.
The woman appears to have a wound on her arm, which coincides with Kuala Lumpur CID deputy chief ACP Khairi Ahrasa’s statement that Hussain’s wife was hit in the left wrist and right thigh.
Hussain was shot twice in the chest at close range, killing the renowned banker on the spot.
The video also shows an unidentified woman checking Hussain’s pulse and comforting the distraught woman, as several bystanders look on.
The video was uploaded at around 1.38pm and has since received 19 Likes, 19 Shares and five comments.
However, it has received several negative comments.
Facebook user Cindy Antoinette Fernandez commented on the video, saying: “This video is very disrespectful to the victim and family.”
Mohd Hilmi Hassan wrote: “Tolong delete video ni (Please delete this video).”
Facebook user Woei Hern commended the unidentified woman who comforted the woman believed to be Hussain’s wife.
“I’m glad at least one person put a consoling arm around her,” she wrote.
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