The study's objective is to validate the Malay version of the Patient Health Questionnaire-4 (PHQ-4) among Malaysian undergraduates. A cross-sectional survey was distributed at three universities in Malaysia (N = 500; mean age = 21.66 ± 1.57). The internal consistency of the Malay PHQ-4 was acceptable (α = .78, 95 % CI [.74, .81]), while the test-retest reliability was good (ICC = .77, 95 % CI [.34, .91], p < .001). The one-factor structure showed the best fit in confirmatory factor analysis and was similar across sexes. The Malay PHQ-4 has acceptable psychometric properties and can be used for pre-clinical screening purposes among Malaysian undergraduate students.