Malone, the second of eleven children, was born in Sillery, a town outside of Quebec City, on February 28, 1890. His father, Maurice Joseph Malone, was of Irish descent and also related to the Gignac family, of Quebecois origin. His mother was Marie-Louise Rochon, who was Quebecois herself. Maurice Joseph worked in the lumber industry, as did his father and grandfather. Malone played hockey from an early age: he was noted in local newspapers as early as 1904 for his exploits, with one report calling him "a rising star".
As a junior Malone played with the Quebec Crescents and in 1909, at the age of 19, he joined the Quebec Bulldogs of the Eastern Canada Hockey Association, making his senior debut on January 2, 1909. He finished tied for first on the team in scoring with 8 goals in 12 games.
The next season, in 1910, a new league, the National Hockey Association (NHA) was formed, but did not allow Quebec to join. Malone and several other Quebec players instead signed with the Waterloo Colts in the Ontario Professional Hockey League. With Waterloo Malone played eleven games and scored nine goals. The Quebec club was reformed in 1911 and joined the NHA, so Malone returned to the team, where he scored 9 goals in 13 games. He centred linemates such as Eddie Oatman and Jack Marks, he scored 21 goals in 18 games in the 1911–12 season as Quebec finished first in the league, and consequently won the Stanley Cup. Quebec again won the Cup in 1913 as Malone recorded 43 goals in 20 games – including a career-best nine goals in a Cup match against Sydney. His brother Jeff Malone also played for Quebec in 1913 when they won the Stanley Cup. Malone finished fourth in the NHA during the 1913–14 season, with 24 goals in 17 games. He missed some games in the 1914–15 season due to spraining an ankle during a game in January 1915, which kept him out until mid-February; in the 12 games he played he had 16 goals. Malone returned to form for 1915–16 when he finished second in goal scoring with 26 goals in 24 games.

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