Dubai police released footage they said showed the assassins of Mahmoud al-Mabhouh, some dressed for tennis, as they followed him through his hotel.
Israel's secret service is widely suspected of being behind the killing.
But the government says there is not enough proof that its agents were involved.
In the advert for Mahsanei Kimat Hinam shops, disguised customers prowl the supermarket's aisles and an actress wearing a wide-brimmed hat says she: "cannot admit to anything". The final line is: "We offer killer prices."
Advertising executive Sefi Shaked said the campaign was inspired by the original footage.