Speaking a day after Sarsenbaev's funeral, Interior Minister Baurzhan Mukhamedjanov said several possible motives for the killing are being investigated, and that each scenario is being investigated by separate teams.
Mukhamedjanov said the FBI's involvement would guarantee "maximum transparency" in the investigation.
Mukhamedjanov also announced a reward of $10 million for information that could resolve the crime.
Sarsenbaev, who co-chaired the Nagyz Ak Zhol party, was found shot dead, along with his bodyguard and driver on 13 February.
Sarsenbaev was the second prominent opposition figure to be shot dead in recent months. Opposition activists accuse authorities of having a hand in the killings.
Kazakh Foreign Minister Qasymzhomart Toqaev said on 16 February that Sarsenbaev's murder should be considered politically motivated.
Toqaev said that when a famous politician who held high posts in the government and in the opposition is murdered, the crime must be considered political, no matter what the reasons behind it.