The group threatened to target the website after accusing Malaysia of stifling freedom of expression on the internet.
The Malaysian Information Ministry has announced state-run agencies are taking measures to foil the threatened attack, according to US reports.
The Malaysian government has also announced an effort to block access to popular file-sharing websites used to illegally download movies, TV shows and music.
Earlier this week, Turkish authorities detained 32 suspected Anonymous members believed to be involved in attacks on Turkish state agencies.
The arrests were made following Anonymous's distributed denial of service (DDoS) attack on the Turkish telecoms regulator's website last week.
The DDoS attacks were carried out by Anonymous over concerns the Turkish government is increasing its monitoring and blocking of websites.
The detentions in Turkey follow the detention of three people in Spain suspected of involvement in a series of attacks on Japanese firm Sony.
Anonymous has also attacked companies perceived to be acting against Wikileaks and has made several politically motivated attacks against the websites of governments in Iran, Tunisia and Egypt.
This story was first published by Computer Weekly