While completing his degree at Loyola, Malone was an assistant high school basketball coach at Friends School of Baltimore. After graduating from Loyola, Malone joined Oakland University as an assistant coach for Golden Grizzlies men's basketball under coach Greg Kampe. Malone was about to start training to join the Michigan State Police before getting a job offer from Providence College coachPete Gillen. Malone was an assistant coach for Providence Friars men's basketball from 1995 to 1998. In the 1998–99 season, Malone was director of men's basketball administration at the University of Virginia. He later moved up to the NBA in 2001 as a coaching associate with the New York Knicks who worked with players, coaching staff, personnel and the video coordinator and edited scouting reports. The Knicks promoted Malone to assistant coach in 2003. Malone later served as an assistant coach for the Cleveland Cavaliers from to. With Cleveland, Malone helped coach the Cavaliers to five consecutive playoff appearances, including the 2007 NBA Finals, and a franchise-record, league-best 66–16 season in the. Malone was an assistant coach with the New Orleans Hornets in the. Allowing a league-best 8.7 fewer points per game than last season, the Hornets had the most improved defense of the season with Malone as assistant and made the 2011 Playoffs. The Golden State Warriors hired Malone in the summer of 2011 as an assistant coach under Mark Jackson. In the, the Warriors improved from a 23–43 record to finish 47–35 and earn the team's first playoff berth since 2007. As the sixth seed in the 2013 NBA Playoffs, the Warriors upset the third-seed Denver Nuggets in the first round and lost to the eventual Western Conference championSan Antonio Spurs in six games the next round. Malone was reportedly the highest-paid NBA assistant coach in the. In 2012, Malone was named the best assistant coach by the NBA general managers. Several Warriors, including Draymond Green and Stephen Curry have credited Malone as being a huge part of the team's success after his departure. On June 3, 2013, Malone was hired by majority owner Vivek Ranadivé as the new head coach of the Sacramento Kings. With the hiring, Malone and his father became the second father-son duo in NBA history, after Bill Musselman and Eric Musselman, to head coach an NBA team. On December 15, 2014, he was fired by the Kings after starting the 2014–15 season with an 11–13 win-loss record. On June 15, 2015, he was named the new head coach of the Denver Nuggets. On December 24, 2019, the Denver Nuggets announced that they had agreed to a contract extension with Malone.