Mental health problems are a major public health issue, particularly among children. They impair children's development, academic achievement, and ability to live a productive life. The present study aimed to determine the prevalence and factors associated with mental health problems among children aged 5 to 15 years old in Malaysia. Data from the National Health and Morbidity Survey (NHMS) 2015 were analyzed. A validated Strengths and Difficulties Questionnaire (SDQ) was used. The overall prevalence of mental health problems among children in Malaysia was 11.1%. Multiple logistic regression analysis revealed that for every year increment in age, mental health problems decreased by 5%. Further analysis found that children who had fathers with a non-formal education and worked in the private sector, had parents who were widowed or divorced, and had either parent with mental health problems were more likely to have mental health problems themselves. Children from the lower socioeconomic group and who had either parent with mental health problems had higher odds of having mental health problems in Malaysia.