As well as the host nation, two other Asian countries would be involved.
However, the timing of the window is not ideal, given it clashes with the semifinals of the ISPS Handa Premiership (23 and 24 March).
That may not have been such an issue in the past, but could be this time, given the amount of young players in contention for Fritz Schmid's squad from Eastern Suburbs, Auckland City and Team Wellington.
NZF's key focus on the men's side of the game is currently the Under-20 World Cup and the 2020 Olympics (Under-23 team), with the All Whites less of a focus given the stage of the World Cup cycle and the fact their next competitive matches (the Oceania Nations Cup) are more than a year away.
But it will be a difficult decision for the likes of Callum McCowatt, Elijah Just, Tim Payne and Owen Parker-Price as the ISPS Handa season reaches a climax. It could mean that some of them forgo the opportunity to wear the silver fern, and instead choose to stay with their clubs.
NZF considered putting the domestic competition on hold for the duration of the window to avoid the clash, but it's believed they have decided against such a plan.
Several of the Phoenix players could go to Malaysia (Alex Rufer, Sarpreet Singh, Liberato Cacace and Louis Fenton) but it's unlikely coach Mark Rudan will want them playing in two matches across the window, given their club workload over the last few months and the proximity of the A-League finals.
Winston Reid and Ryan Thomas are both injured, while Chris Wood would also be at long odds to make the trip, given his importance to Burnley and their precarious position in the Premier League.
Schmid, who was technical director of the Malaysian Football Association for three years before landing the All Whites job, has been the driving force behind the matches.
It's understandable, as the Swiss has become frustrated with the lack of opportunities to bring his team together.
But, given NZF's current priorities, their lean budget and the complications with the ISPS Handa Premiership — which is after all "where All Whites are made" according to the tagline — it's bound to be a hotly debated decision to go ahead with the matches.