It really depends on who you are playing. If you are playing a mage, then your best bet is probably to waveclear and poke him from outside of his range. Malzahar's only reliable early harass is E, autoattacks, and occasionally his voidling; his Q is delayed and can be dodged while his W is of little use without CC to keep you in it.
Malzahar is one of the better mages for 1v1-ing champions due to his kit and he's especially good at dealing with assassins. However, he is immobile and his ultimate CCs himself, so he can have issues in teamfights. In addition, he often pushes the wave in lane, which leaves him vulnerable to junglers.
I'd basically recommend keeping your distance and turning it into a farm lane. For example, as Vel'koz I'd recommend getting Athene's Unholy Grail as your first item for the mana regen, CDR, and MR and clear the waves with your W. You can safely farm from outside of Malzahar's range and poke him, so you can kite him with your slow and knockup without allowing him to get in range for his E or ultimate. Malzahar is great of locking down and killing divers in teamfights, but he isn't great at dealing with AoE CC or more than one champions at a time.