People begin to suspect that Malcolm and Donalbain are guilty of the murder of their father because they flee the country after his body is discovered. The two royal brothers immediately suspect their father's inner circle of the crime, so, realizing that they are in danger too, Malcolm goes to England and Donalbain to Ireland. They hope that their "separated fortune" will keep both of them safe (2.3.163).
Macduff, the Thane of Fife, explains to Ross that people believe that the grooms in Duncan's bedroom did carry out the murder themselves but that they were "suborned" by Duncan's sons to do so (2.4.35). In other words, the common belief now is that Malcolm and Donalbain hired the grooms and paid them to kill their father. Further, Macduff says that they are "stol'n away and fled, which puts upon them / Suspicion of the deed" (2.4.37–38). It is because the two princes have fled that people believe they are behind the murder.
Of course, such a story would suit Macbeth very well, and Lady Macbeth too, as it casts suspicion away from the two of them and onto other people who they would also like to get rid of. We don't know exactly who started this story about Malcolm and Donalbain, but it stands to reason that the Macbeths might have done it, as those who stand to gain the most from the princes' disgrace.