The lawsuit alleges that a “corrupt, unlawful, and unconstitutional” relationship between law enforcement and the “ruthless killers” allowed for the murder.
Links between the agencies and the killers “went unchecked for many years and was actively concealed, condoned, protected, and facilitated by government agents”, the lawsuit says.
It says the NYPD, coordinating with the agencies, also detained members of Malcolm X's security team days before the shooting and intentionally removed their officers from inside the ballroom where he was shot.
Federal agents, including undercover operatives, were in the ballroom during the assassination and took no steps to intervene, the lawsuit alleges.
The family announced their intention to sue last year.
The CIA and the NYPD did not immediately respond to requests for comment. The FBI told the Associated Press that it was its “standard practice” not to comment on litigation.
Malcolm X was a lead spokesman for the Nation of Islam - which advocated separatism for black Americans - before his acrimonious split from the organisation. He was 39 when he was killed.
One man, a Nation of Islam member, confessed to killing him.
In 2021, two other men convicted of killing him had their convictions thrown out after a New York state judge declared there had been a miscarriage of justice.
The two men were later fully exonerated after New York's attorney general found prosecutors had withheld evidence that would have probably cleared them of the murder.
Family of the wrongly convicted men sued and won $26m from New York City and $10m from New York state.