Volant and non-volant small mammals from three forest reserves, located inside and outside Selangor State Park, Malaysia, were trapped and documented. A total of five-line transects, each 200 m long and a total of 100 collapsible cage traps, three harp traps and ten mist nets were deployed at each study site to capture rodents and bats species. The presence of 47 species of volant and non-volant mammals was documented with the highest abundant species being Leopoldamys sabanus (n = 61). The Family Vespertilionidae was the most diverse, while Muridae was the most abundant species. Diversity indices have shown forest reserves - Gading Forest Reserve (FR) and Bukit Kutu FR - located in the State Park, have a higher species composition than the impaired adjacent forest reserve, Bukit Tarek FR extension. The taxonomic diversity and taxonomic distinctness of the three forest reserves ranged between 2.433 and 2.610, while the taxonomic distinctness values ranged between 2.638 and 2.748. Even though Gading FR recorded the highest number of species diversity, the Chao 1 diversity estimator and the rarefaction accumulation curve indicated that Bukit Kutu comprised more species. Comparisons between other state parks and national parks in Peninsular Malaysia indicated that Selangor State Park indeed harbours relatively more species of small mammals. Northern Selangor State Park and adjacent forest should be recognised as a conservation priority area, although there are comparatively more species harboured in other regions of the State Park. With the current information on fauna diversity, proper management should be formulated to preserve the existing ecosystems in order to ensure the continuity of fauna diversity in Malaysia.