Malaysia is an important node in maritime silk road historically，and it is also one of countries that President Xi visit firstly after the 21st-Century Maritime Silk Road Initiative has been put forward. Therefore，it is of important historical and realistic significance to build cooperative construction of the 21st-Century MSR between China and Malaysia. At present，the cooperative construction of 21st-Century MSR between China and Malaysia mainly has the advantages of high political mutual trust，close economic exchanges，high cultural identity and Malaysia’s special geopolitical and economic status. Meanwhile，the increased demand of cooperation between China and Malaysia in the context of financial crisis，great resemblance in the development strategy and the China ASEAN cooperation provide a good opportunity for the two countries to build cooperative construction. In the current round of cooperative construction，the two countries can consider further deepening political mutual trust，strengthening security cooperation，achieving the development and strategic link of industrial and free trade zones，Muslim industries and interconnection projects，and jointly building Southeast Asian Chinese language education，study and higher education center，MSR tourism，cultural exhibition and communication center and the China-Singapore-Malaysia-Thailand sub-regional cooperation mechanisms，etc..