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It can be easy to peg Malaysia as a tropical paradise, given our proximity to the Equator, but even though sunshine and 30Celsius temperatures are pretty much guaranteed all year 'round, there are definitely better times to visit than others. Malaysia and its regional neighbours have a particular seasonal schedule, and one of the big things to consider when planning your visit is the monsoon season. Kuala Lumpur is particularly affected by the southwest monsoon from May to September, during which time you can expect blazing sunshine in the morning and some very impressive thunderstorms in the evening, every day. Having said that, the weather has been getting more and more unpredictable with every passing year, so come prepared for thunderstorms even outside the monsoon season.
Late January and early February are known to be particularly hot months in Kuala Lumpur; coincidentally this heat takes place at the same time as the Lunar New Year. If you can, avoid the months of June and July, as smoke blown over from Sumatra often affects the air quality in Malaysia at that time.