Map from Google - Malaysia

In Malaysia the climate is equatorial, ie hot, humid and rainy throughout the year. Temperatures are high and stable, with a slight decrease between November and January, when the maximum goes down to 29/30 °C (84/86 °F), at least in the north, and a slight increase (which, however, is felt because of the high humidity) between March and August, when the maximum hovers around 32/33 °C (90/91 °F) and the minimum around 23/25 °C (73/77 °F).
The rains are abundant and continuous throughout the year as well: it is difficult to find an area where the rainfall is lower than 2,000 millimetres (79 inches) per year, or a month in which it is lower than 100 mm (4 in), however it is possible to find periods in which it is not too high, although they are not the same everywhere.
The rains are caused by the monsoon regime, however, being Malaysia near the Equator and surrounded by the sea, there is no real dry season. In addition, the rains, as is generally the case in tropical countries, are quite erratic from year to year.
However, the monsoons make more precipitation abundant and frequent, in the areas directly exposed to these winds: between mid-October and January the northeast monsoon prevails, primarily affecting the east coast of Peninsular Malaysia and the north-east coast of Borneo, while between June and September it's the period of the southwest monsoon, which in Malaysia usually produces weaker effects.
It should, however, be noted that the tropical rains occur mainly in the form of intense downpour or thunderstorm, usually in the afternoon, so there's no shortage of sunshine, at least in the morning, when the weather conditions are generally good.
The country is divided into two parts: Peninsular Malaysia, also called Western Malaysia, located in the Malay Peninsula, and Eastern Malaysia, or Malaysian Borneo, located on the island of Borneo.

1- Peninsular Malaysia

Peninsular Malaysia, east coast

The east coast of Peninsular Malaysia is directly affected by the northeast monsoon; here from 2,500 to 3,000 mm (98 to 118 in) of rain per year fall. The rains are very abundant in November and December, when they even exceed 500 mm (20 in) per month. In general, December is the rainiest month. This unfavorable period can extend until January, especially in the central and southern part, and in some year even in the norhern one. In Kota Bharu, in the far north, near the border with Thailand, November and December are clearly distinguishable as the worst months, being characterized by torrential rains. The best period is from February to April, when rainfall often drops below 100 mm (4 in) per month (but not in all years), and February is the absolute best, because it is a bit less hot. Then the rains gradually increase again from May, but as mentioned, there is a substantial increase only in November. This trend also applies to the nearby archipelagos of Redang and Perhentian, where tourist facilities are often closed from November to January.
Here is the average precipitation in Kota Bharu.
Average precipitation - Kota Bharu
Kota BharuJanFebMarAprMayJunJulAugSepOctNovDecYear
Prec. (mm)2501401701151601501401652102106156152940

In Kota Bharu, as in the rest of Malaysia, it's hot all year round. Here are the average temperatures.
Average temperatures - Kota Bharu
Kota BharuJanFebMarAprMayJunJulAugSepOctNovDec
Min (°C)232323242424242423242323
Max (°C)293031333333323232313029
Min (°F)737373757575757573757373
Max (°F)848688919191909090888684

In Kota Bharu the sun is seen quite rarely in the wettest months, November and December, while it shines often in the least rainy period, from February to May.
Sunshine - Kota Bharu
Kota BharuJanFebMarAprMayJunJulAugSepOctNovDec
Sun (hours)788987777655

The sea in Malaysia is warm throughout the year, as can be seen in the following table, concerning the water temperatures in Kota Baharu.
Sea temperature - Kota Bharu
Kota BharuJanFebMarAprMayJunJulAugSepOctNovDec
Sea (°C)272828303030292929292928
Sea (°F)818282868686848484848482

Continuing south (see Kuala Terengganu), therefore closer to the Equator, the trend remains similar, but the driest period from February to April becomes less noticeable, so that there is no substantial difference from February to July, which therefore is the best time, but in which there's no shortage of rainfall, since we are always above 100 mm (4 in) per month. Similar trends is found more to the south, in the island of Tioman, where the rains fall more or less in the same amount from February to September, although after all the best month even here is February.

Peninsular Malaysia, west

Along the west coast of Peninsular Malaysia, the one overlooking the Strait of Malacca, the rains are a bit less abundant, given that they range from 1,800 to 2,500 mm (70 to 98 in) per year, moreover the rainfall pattern is substantially different. Here there is no peak between November and January, which are in fact relatively dry months, especially in the north, since in the interior there are mountains that block the north-eastern winds, which as we have seen prevail in this period.
In Langkawi, less than 100 mm (4 in) or fain fall from December to March, therefore this is the best period, but particularly January and February, which are quite dry, with about 50 mm (2 in) per month: for Malaysia it's a rare fortune. The rainiest months in Langkawi are September and October, although the rains do not reach the peaks of the east coast: they are around 300/350 mm (12/14 in) per month, so in any case it is better to avoid them, but it rains a lot also from May to August and in November, ie from 200 to 250 mm (8 to 10 in) per month. Here is the average precipitation.
Average precipitation - Langkawi
Prec. (mm)504590170255220235250340345215952305

In this area it's hot even in the "winter" period, with highs around 32/33 °C (90/91 °F) from December to February, even though the humidity is slightly lower than in the rest of the year, because the winds come from the interior. Here are the average temperatures.
Average temperatures - Langkawi
Min (°C)242425252525252524242524
Max (°C)333333323232313131313132
Min (°F)757577777777777775757775
Max (°F)919191909090888888888890

In Langkawi the sun shines often in the dry period, from January to March or April; in the rest of the year, despite the rains, all in all it is seen quite often.
Sunshine - Langkawi
Sun (hours)898877766667

In George Town and in Penang Island, January and February are the best months, although they are not as dry as in Langkawi, since rainfall amounts to around 100 mm (4 in) per month. In December and March, the precipitation amount is already around 150/160 mm (6/6.3 in) per month, and even higher from June to August, when it's around 200 mm (8 in) per month. Further south, in Pangkor, even in January and February, about 150 mm (6 in) of rain per month fall, so here the least rainy months are June, July and August, however, there are no major differences with January and February.
Even in the capital Kuala Lumpur there is no clearly drier period, however, the least rainy is from June to August, followed by January and February. Thunderstorms can erupt at any moment, as drivers (and spectators) of the Formula 1 Malaysian Grand Prix well know. Here is the average precipitation.
Average precipitation - Kuala Lumpur
Kuala LumpurJanFebMarAprMayJunJulAugSepOctNovDecYear
Prec. (mm)1701652402602051251251551952552902452425

Furthermore, in the big city the heat is more intense than elsewhere, due to the so-called urban heat island effect. Here are the average temperatures.
Average temperatures - Kuala Lumpur
Kuala LumpurJanFebMarAprMayJunJulAugSepOctNovDec
Min (°C)232323242424232323232323
Max (°C)323333333333323232323232
Min (°F)737373757575737373737373
Max (°F)909191919191909090909090

In Kuala Lumpur, the sunshine amount is neither excellent nor bad, however the relatively less sunny period runs from September to December. The total is 2,200 hours of sunshine per year.
Sunshine - Kuala Lumpur
Kuala LumpurJanFebMarAprMayJunJulAugSepOctNovDec
Sun (hours)677776665555

Even in inland areas of Peninsular Malaysia, in cities like Temerloh and Johor Bahru, the latter located just north of Singapore, the situation is similar, since the relatively less rainy months are February, June and July, without there being a period clearly preferable.

2- Malaysian Borneo

Climate of the Malaysian Borneo

In the east, Borneo in the Malaysian part is even rainier than Peninsular Malaysia, especially in the part located west of Brunei (State of Sarawak), where precipitation exceeds 4,000 mm (157 in) per year. The westernmost part is the rainiest (see the red area), where Kuching is located, well exposed to the north-east monsoon and therefore very rainy from October to March, with more than 300 mm (12 in) per month, and even 700 mm (27.5 in) in January, at a time when it rains almost every day. In the other months, it goes a bit better, but the rainfall amount doesn't go below 190/220 mm (7.5/8.5 in) per month from June to August, which, however, are the best months (or, honestly, the least worse).
Here is the average precipitation in Kuching.
Average precipitation - Kuching
Prec. (mm)6854753402752402201852302603403705004115

In Kuching, the sunshine amount is never very good, and it becomes quite low in the wettest period, from October to March. In a year, there are just 1,800 hours of sunshine.
Sunshine - Kuching
Sun (hours)444566665554

The coast of Borneo, to the east of Kuching and up to Miri (blue area), does not experience that extreme peak of rainfall from December to February, because it is not directly exposed to the north-east, but otherwise the trend is similar, with heavy rains throughout the year, so it is difficult to find a better time, however in this region the best period is probably from May to July.
Here is the average precipitation in Bintulu.
Average precipitation - Bintulu
Prec. (mm)3802602652602352552402752903253754203580

In Bintulu the sun shines a little more often than in Kuching, although the sunshine pattern is more or less the same.
Sunshine - Bintulu
Sun (hours)556677766655

East of the small country of Brunei, in the state of Sabah and up to Kudat (green area), all in all the best time runs from February to April. In Labuan, a particularly rainy island, the average rainfall drops below 150 mm (6 in) from January to March, while more to the north-east, in Kota Kinabalu, precipitation drops below 100 mm (4 in) per month in February and March.
Here is the average precipitation in Kota Kinabalu.
Average precipitation - Kota Kinabalu
Kota KinabaluJanFebMarAprMayJunJulAugSepOctNovDecYear
Prec. (mm)10575501152152802652702853453002402545

In Kota Kinabalu the sun shines quite often from February to May.
Sunshine - Kota Kinabalu
Kota KinabaluJanFebMarAprMayJunJulAugSepOctNovDec
Sun (hours)678877766666

Lankayan Island

On the northeasternmost coast (see Sandakan), directly exposed to the north-east monsoon, we find again a period with particularly heavy rains from November to February, while the least rainy period (and therefore the best one) is from March to May, however, with more than 100 mm (4 in) per month.
Off the coast of Sandakan we find some islands, including the Turtle Islands and Lankayan, where in addition to the coral reef, you can admire the green turtles, which come here to lay their eggs (generally, from June to September). West of Sandakan instead we find the Sepilok Orangutan Rehabilitation Center.
Here is the average precipitation in Sandakan: as you can see, the rains are particularly abundant especially in December and January.
Average precipitation - Sandakan
Prec. (mm)4003051551151251952002252252853354603015

In Sandakan, as in the rest of Malaysia, it is hot all year round.
Average temperatures - Sandakan
Min (°C)242424242424242423242424
Max (°C)293031323332323232323130
Min (°F)757575757575757573757575
Max (°F)848688909190909090908886

In Sandakan the sun shines quite often in the least rainy period, from March to May.
Sunshine - Sandakan
Sun (hours)567887776665

In the south-eastern portion of Sabah, near the border with Indonesia (orange area), there is a small region which is quite sheltered, at least from the north-east monsoon: the Bay of Lahad Datu, where less than 2,000 mm (79 in) fall per annum, with a minimum of about 150 mm (6 in) per month from June to September, the Semporna archipelago, and the city of Tawau, near the border with the Indonesian part of Borneo. Here is the rainfall in Tawau.
Average precipitation - Tawau
Prec. (mm)140100100901251602052001801701501351765

In Tawau, the sun shines for a fair number of hours all year round, however the relatively sunniest months are April and May. The total is 2,450 hours of sunshine a year.
Sunshine - Tawau
Sun (hours)677776777666

Cyclones, mountains, El Niño

Malaysia is located just south of the latitude where tropical cyclones (called typhoons in the Pacific and cyclones in Indian Ocean) form. This means that the country can be affected, usually in a marginal way, and certainly not as much as the Philippines and the countries of south-east Asia. The cyclone and typhoon season lasts from May to November, although the peak of likelihood is in September. However, since the sea in this area is always warm, tropical storms may occur in any season, as happened with tropical storm Vamei, which affected Peninsular Malaysia (passing at an incredibly low latitude) during the Christmas period of 2001.

In inland areas of Malaysia there are hilly areas (called highlands), which have a slightly cooler climate and are often covered with rainforests, but there are also mountains, the highest of which is Mount Kinabalu, located in Borneo abd exceeding 4,000 metres (13,000 ft), while in Peninsular Malaysia there are a few peaks that are slightly higher than 2,000 metres (6,500 feet). The temperature obviously decreases with increasing altitude: at 1,500 metres (5,000 feet), the daily average is around 17/18 °C (63/64 °F).
Here are the average temperatures of Tanah Rata, which is located in the Cameron Highlands, in Peninsular Malaysia, at 1,470 metres (4,800 feet) above sea level.
Average temperatures - Tanah Rata
Tanah RataJanFebMarAprMayJunJulAugSepOctNovDec
Min (°C)131314151514141414141414
Max (°C)212222232322222222222121
Min (°F)555557595957575757575757
Max (°F)707272737372727272727070

Malaysia is also affected by the phenomenon known as El Niño, which brings unusually high temperatures and drought, especially in the years when it is more intense, as happened in 1998, when water had to be rationed in Kuala Lumpur. The opposite phenomenon, La Niña, brings cooler temperatures than normal and heavy rainfall.

Malaysian resort

When to go

The best time to visit all of Malaysia goes from June to August: to tell the truth it's everywhere a rainy period, with more than 100 mm (4 in) per month, and sometimes more than 200 mm (8 in), but on the other hand this is the climate of Malaysia and you cannot get any better. For the best times in specific areas, you can refer to the above suggestions.
As mentioned, the sea is warm all year round.

What to pack

All year round: tropics-friendly, loose fitting clothing, made of natural fibres, a scarf for the breeze, a light sweatshirt for air-conditioned places, light raincoat or umbrella.
At high altitude, around 1,500 metres (5,000 feet), spring/autumn clothes, a sweatshirt and a jacket; for the high mountains, warm clothes, warm jacket, raincoat, hiking shoes.
For the reef, equipment for snorkeling, water shoes or rubber soled shoes.