To start with, take a look at the Malaysia Pet Import Rules and Requirements that you'll find on our site. Among other things, you'll have to secure an import permit and it's advised that you obtain a microchip for your dog as well. Double check the latest requirements, but since you're coming from the UK it looks like you won't be subject to a quarantine upon arrival.
This should point you in the right direction, Sharwin. Please let us know if you need anything else and don't forget to join us on Facebook for access to our diverse and knowledgeable pet travel community.
You can also contact us if you'd like to learn more about the relocation services that we offer or if you'd like a quote.
Thanks for your inquiry, and happy traveling!