German rock group the Scorpions are one of the first groups forced to apply for permission to play in the conservative country.
Officials in the south east Asian country have decreed that all foreign rock groups must seek permission to perform.
The authorities are particularly worried about cult groups - dubbed "black metal cults" - which it believes use metal music to recruit members.
Deputy Prime Minister Abdullah Ahmad Badawi is insisting all groups submit a recording of a recent concert before being authorised to enter the country.
He told the Malaysian newspaper The New Straits Times: "it is only a precaution to keep out the undesirables and to protect youth".
He added: "Our intention should not be misconstrued, as all we want is for good shows to be held here... not shows that indirectly have a negative impact and that do not bring any benefit to anyone."
Flamboyant
But the Scorpions, who scored a UK hit with Wind of Change, say they have already secured permission to enter the country for their concert on Friday.
The veteran rockers last played in a Malaysia to a crowd of 20,000 five years ago.
During their 35-year career, the Scorpions have prided themselves on their flamboyant lifestyles.
The Malaysian Government has been attempting to stamp out youth cults, which it believes worship metal music.
The Malaysian Daily Express reports that children in several schools have been strip-searched as authorities look for links to the cult such as tattoos or symbols.
The newspaper says the groups uses heavy metal to attract new members for its satanic rituals.
Consumer associations are said to be calling on the government to ban music and books related to metal music.