Aaron Ramsey scored from the penalty spot after just five minutes following a foul on Jack Wilshere.
Theo Walcott doubled the Gunners lead before half-time with a well taken lob from Ramsey's throughball.
Mexican Carlos Vela - who had been expected to be sold this summer - made it 3-0 just before the hour with an audacious close-range chip, and fellow substitute Tomas Rosicky nodded in during stoppage time following good work from Andrey Arshavin.
Contract rebel Samir Nasri impressed when he came off the bench during the second half in Kuala Lumpur.
Arsenal will play the second match of their Asia tour in China, facing Hangzhou Greentown on Saturday.
The Gunners were without injured captain Cesc Fabregas, who remained in London to continue fitness work on his troublesome hamstring amid reports of a transfer to Barcelona.
There were first-team debuts for youngsters Ryo Miyaichi, back from a successful loan spell at Feyenoord, and right-back Carl Jenkinson, who signed from Charlton earlier this summer.
Belgian centre-back Thomas Vermaelen, who missed most of last season with a niggling Achilles injury, captained the side, while England international Kieran Gibbs started at left-back with Marouane Chamakh in attack.
Holland striker Robin van Persie and Nasri, linked with a £20million move away from Emirates Stadium, were among the substitutes.
It was a flying start for the Gunners when Wilshere darted into the left side of the penalty area and was tripped by Mohd Aidil Zafuan. Wales international Ramsey coolly dispatched the resulting spot-kick past Malaysia keeper Mohd Nasal Mat Nourdin.
Walcott could have doubled the lead when he darted in from the right, but fired over.
Arsenal keeper Wojciech Szczesny had to be alert to divert a looping ball over, before at the other end, Vermaelen's header was just wide.
On 37 minutes, it was 2-0 when Ramsey's perfectly weighted pass put Walcott in behind the defence and the England forward planted a first-time effort over the advancing keeper.
Arsenal manager Arsene Wenger implemented the expected sweeping changes for the second half, with only Miyaichi, Jenkinson and Ramsey returning.
Young midfielder Emmanuel Frimpong made a welcome return following a season out with a serious knee injury, while both Vela and Denilson were also given a chance to impress despite being linked with summer moves.
Ramsey, now fit following a broken leg, fired over after latching onto a through ball from Vela.
Substitute keeper Vito Mannone - who had a loan spell at Hull - was penalised for timewasting, to concede an indirect free-kick just inside the Arsenal area, which was fired into the wall by Malaysia captain Safiq Rahim.
It was 3-0 on 59 minutes, when Vela, who failed to impress when loaned out to West Brom last season, was played in by Rosicky and finished with an audacious chip over the keeper from six yards.
With 20 minutes left, much to the delight of the enthusiastic crowd, Wenger sent on van Persie, Nasri and Arshavin.
Arsenal were sweeping forwards, with Nasri seeing plenty of the ball in a 4-3-3 formation.
Vela should have made it 4-0 when he danced around the keeper, but his shot was cleared off the line.
Rosicky had shot over when well placed, but nodded in a fourth during stoppage time after Arshavin had got away down the left and lofted the ball back across goal.