Where is Malaysia?

Malaysia is located in southeast Asia.

It includes the Malay Peninsula (south of Myanmar) and part of the island of Borneo. It borders Thailand to the north and the countries of Brunei and Indonesia on Borneo.
South East Asia, between Thailand & Indonesia. The Malay Peninsula & part of the island of Borneo.
Malaysia is located in the middle of South East Asia.
Southeastern Asia, peninsula bordering Thailand and northern one-third of the island of Borneo, bordering Indonesia, Brunei, and the South China Sea, south of Vietnam
Look at the map of Southeast Asia

It is south of Thailand, north of Indonesia and southwest of the Philippines. It also borders two small countries, Singapore and Brunei.