The 16-item Filial Piety Scale (FPS) has been used in different cultural groups to measure individuals’ loyalty to their family and traditions. Nevertheless, the language could be a barrier for Malay-speaking populations to fully comprehend the items. Thus, the present study translated the FPS into the Malay language (FPS-M) and examined psychometric qualities of the scale in a sample of 621 secondary school students in Malaysia, which was randomly split into an exploration sample and a validation sample. Traditional confirmatory factor analysis and exploratory structural equation modeling were applied to the exploration sample to identify the best-fit model. Results indicated that the hypothetical two-correlated-factor model was superior to the single-factor model. The model was then verified using the validation sample. The FPS-M reported good internal consistency and positive correlation with self-reported life satisfaction. However, the measurement invariance test revealed that the factor structure of the FPS-M was not equivalent across gender groups. In contrast, the factor loadings, but not intercepts, were found equivalent across the Chinese and Indian students. Overall, the results support that the FPS-M is a useful tool for measuring filial piety attitude in Malaysian adolescents. More studies are needed to identify cultural differences and modify the items to ensure that the FPS-M is applicable for all ethnicity groups.