Malaysia is experiencing a rise in the prevalence of childhood obesity. Evidence for the relationship between dietary intake and body weight among Malaysian children is limited, with the impact of energy intake misreporting rarely being considered. This paper describes the dietary intakes of urban Malay children in comparison to national recommendations and by weight status. This cross-sectional Family Diet Study (n = 236) was conducted in five national primary schools in Malaysia (August 2013-October 2014). Data on socio-demographics, anthropometrics, 24-h dietary recalls, and food habits were collected from Malay families, consisting of a child aged 8 to 12 years and their main caregiver(s). Multivariable analyses were used to assess dietary intake-body weight relationships. The plausibility of energy intake was determined using the Black and Cole method. Approximately three in 10 Malay children were found to be overweight or obese. The majority reported dietary intakes less than national recommendations. Children with obesity had the lowest energy intakes relative to body weight (kcal/kg) compared to children in other weight categories (F = 36.21, p < 0.001). A positive moderate correlation between energy intake and weight status was identified (r = 0.53, p < 0.001) after excluding energy intake mis-reporters (n = 95), highlighting the need for the validation of dietary assessment in obesity-related dietary research in Malaysia.