The best time to visit Kuala Lumpur comes down to your preferences. If you’re holidaying on a smaller budget, perhaps avoid March, which is considered to be the most expensive time of year. June is usually when you’ll pick up the best prices. To experience the atmosphere of peak season, pack your bags for July, April, June. September, October, November are the least popular months to visit and a smart idea if you want to get away from the crowds.