Abdullah was replying to a two-hour debate in the assembly over the firing by the Central Reserve Police Force in Gagaran in Shopian.
People's Democratic Party president Mehbooba Mufti said police and other security forces had issued divergent statements after the incident.
Abdullah accepted that these statements did complicate the issue.
"I am not satisfied with the investigations so far. Facts should come out. The facts are not with us right now," he said.
"If the fourth person killed in the incident is believed to have been a Bihari, then why didn't his family establish contact with us about his whereabouts so far?
"It is important to ascertain the antecedents of the other three persons killed in the incident.
"The scene is murky now. Even if somebody is proved not to have been innocent, still then the people won't believe us given the mishandling of the incident.
"I would ask for a judicial probe by a retired judge of the high court since a sitting judge is not spared for such probes.
"The law department will issue orders in this regard today (Tuesday) itself."
--IANS (Posted on 01-10-2013)