The Embassy of Sweden in Kuala Lumpur does not handle visa applications.
Citizens from the following countries/territories require a visa when entering Sweden, check the list.
Those who want to apply for a visa to Sweden should contact the Embassy of Denmark which handles visa applications for Denmark, Sweden, Norway and Iceland as of June 6, 2011.
Please check the Embassy's website: http://malaysia.um.dk/
Malaysian citizens do not need visas for short visits to Sweden, i.e. not longer than 90 days.