Chances were few and far between in a low key friendly with Niall McGinn going closest for Northern Ireland and former Coventry City striker Michael Mifsud having the home side's best opportunity.
The stalemate means O'Neill has yet to record a victory in his eight games in charge, while it stretches Northern Ireland's winless run to 12 matches.
It was the hosts who made the brighter start and Northern Ireland were almost behind in the fifth minute when Andrew Cohen crossed for Andre Schembri, who should have scored but shot straight at Alan Mannus from eight yards.
Moments later Northern Ireland had the ball in the net when Danny Lafferty headed in a Chris Brunt corner but Bulgarian referee Nikolay Yordanov disallowed it for pushing.
Mifsud was proving a handful for the visiting defence and his trickery created another opening for Schembri, whose drive beat Mannus but flew just past the angle of post and bar.
Malta were looking the more likely to break the deadlock and Clayton Failla was the next to threaten Mannus' goal with a fierce free-kick from 30 yards that was a yard over the bar.
Wingers McGinn and Shane Ferguson were having little joy down the flanks but in the 36th minute McGinn made progress down the right and Steven Davis crossed for Will Grigg to glance a header wide.
The visitors almost caught Malta cold as McGinn broke through in the middle but Andrew Hogg was off his line quickly to punch clear, while Aaron Hughes then did well to get to the byline on the right and pull the ball back but McGinn scuffed his shot.
In the 56th minute Mannus was called into serious action for the first time when Mifsud unleashed a stinging shot from the right, the keeper palming it away.
The visitors were pressing but in the 70th minute they were indebted to Mannus for an excellent stop to keep out Mifsud once again.
Pat McCourt and Josh Magennis were introduced late on but there was no way through the Malta defence and the visitors had to settle for a disappointing draw.