Luke Wilkshire opened the scoring three minutes into the match before Kennedy scored in the 34th and then again in first-half injury time.
Brosque scored his first goal in the 39th minute before capping the emphatic victory with another in the 69th.
Football Federation Australia said Friday the match will be used as a buildup to the Socceroos' 2014 World Cup Asian qualifying match against Oman in Sydney on Oct. 11.
Australia has won its first two Asian qualifying matches, beating Thailand and Saudi Arabia, to lead Group D.
Malaysia and Australia have played seven times, but not since 1992 when Malaysia defeated Australia 1-0 in Jakarta, Indonesia.