Chinese films have the potential to play a key role in the Belt and Road Initiative. Although Chinese Malaysians contributed to the development of China’s film industry, the consumption incentives of Chinese Malaysians for Chinese films are worth mentioning. Furthermore, Chinese Malaysians’ purchasing behaviour towards Chinese films is affected by a combination of consuming factors. However, the function of linguistic proximity in the link between consuming incentive and purchasing behaviour is unexplored. This study focused on Chinese Malaysian students from three universities in Selangor and applied online questionnaires in quantitative research methods. Data were collected from 165 Chinese Malaysians. Results show that Chinese Malaysians are mostly motivated to watch Chinese films by the sense of belonging and vitality. Furthermore, linguistic proximity significantly influences the association between Chinese Malaysians’ motive for belonging and their purchasing behaviour for Chinese films. Moreover, the Chinese Malaysians consume Chinese films with linguistic proximity acting as a moderator in this relationship.