This what the state department says:
MALAYSIA - *Passport required. Visa not required for stay of up to 3 months. Medical exam required for work permits. U.S. test sometimes accepted. For entry of pets or other types of visits, consult the Embassy of Malaysia, 3516 International Court, NW, Washington, DC 20008 (202/328-2700) or nearest Consulate: Los Angeles (213/892-1238) or New York (212/490-2722). Internet: www.imi.gov.my/visaform47.htm
Are you moving to Malaysia? For just travelling I can't recommend to take pets because it won't be easy to take them to hotels etc. - pets in Malaysia usually don't travel- to say the least.
On the other hand it is a wonderful country! So enjoy your stay.
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