This paper aims to examine the challenges encountered by Malaysia enforcement border agencies to protect the sovereignty of Malaysia and its prospects of integration among various agencies at the border. With a wide boundary, the Malaysian security is porous to various threats which not only mean a traditional military threat but also include multiple threats. Current threats have been broadening to include transnational criminals such as illegal immigrants, smuggling people or prohibited goods or even non-traditional threats such as terrorism. In order to control such threats, there are several government agencies and legal enforcement which are responsible to protect Malaysian sovereignty such as The Royal Malaysian Police, Royal Malaysian Customs Department, Malaysian Department of Immigration, and Malaysian Border Control Agency and Malaysian Armed Forces as well. These agencies are responsible to manage the Malaysian border at various legal checkpoints such as air, sea and land checkpoints. The Malaysian Armed Forces, on the other hand, has been responsible to manage illegal route along the Malaysian border especially in the jungle. In order to manage a broad scope and complexities of the border, some scholars develop a concept of Coordinated Border Management (CBM) or Integrated Border Management or Collaborative Border Management, or Comprehensive Border Management in order to integrate all different border agencies. There is an urgent need for border agencies to coordinate their actions in order to improve the effectiveness and efficiency of border procedures. All the challenges will discuss further in this article.