The two left-handers put on a crucial 51-run stand to help England beat South Africa.
Chasing a modest target of 147, England found themselves in a spot of bother at 83/4 in the 14th over when Morgan (26*) joined Malan (55) at the crease. Unfazed by the situation, however, they batted superbly through a 51-run stand and secured three lions' four-wicket win.
"If Morgs doesn't know me well enough by now, one of us is doing something slightly wrong with the amount of cricket we've played together!" said Malan on batting with the fellow left-hander, as quoted by Sky Sports.
"I really enjoy batting with him, for the reason that my strengths are probably his weaknesses and vice-versa."
"So if he gets going, where they're bowling to shut him down, it opens up the areas I like. If I get going and they bowl to me to shut me down, that opens up his areas," added the 33-year-old, whose half-century under pressure only strengthens his claim of a regular T20I spot.
"We've had a couple of good partnerships so far but he's the man that matters in terms of who plays for his team and the way they play."
"But thankfully we got over the line. You're always one over away from sealing the game and that's the belief we had."
Born in South Africa, Malan was on familiar terrain during the second T20I, having attended Paarl Boys' High School and making his first-class debut for Boland at the age of 18.
But the local knowledge was hardly of any significance for Malan as the free-striking batsman found adjustment difficult on a slow surface.
"I must be honest, that wicket played so differently to what I was used to," he said. "I was used to it being slow but a lot easier to time on. Whether that was me or the wicket I don't know."
"I found it really hard. You're not used to spinners bowling that slow, especially in T20 cricket - they took all the pace off and it was really hard to hit through the ball."
"When I was fielding on one side of the ground, my high school coach was one of the guys throwing the ball back and in the stand was another guy who helps me out with throwing balls when I come back to visit."
"So it was nice to come back and play on this ground. I played a warm-up game here before and got nought, so it was really nice to get off the mark this time - it would have been fantastic if we could have got a crowd and had my parents in as well," Malan added.
The third and final T20I will be played on Tuesday (December 1) in Cape Town.