The decision of bringing a pet into Malaysia is not one to be taken lightly, besides the usual bureaucratic hassles, pets may have problems adapting to the Malaysian climate, especially if they are from temperate and cold climes. Other problems may take the form of living spaces if you choose to relocate to an urban environment such as Kuala Lumpur.
It is therefore in your best interest to carefully consider these ramifications so as not to cause yourself or your pet undue stress and discomfort. If you are here on a temporary basis our best suggestion is to just leave your pet with a friend or relative back home for the length of your tenure here.
However if this option is not viable and you are willing to put up with the red tape please consult the Malaysian Veterinary Department website at dvs.gov.my for information on how to go about bringing your pet to Malaysia.