Malisheva competed on the European stage for the first time.
But the participation for the first time in European cups for Malisheva led by coach Qëndrim Kida did not last long.
Malisheva, who won 1-0 in the first leg last week, lost 3-0 on Thursday night.
The second leg of the first qualifying round of the Conference League took place in Podgorica.
Igor Ivanovic in the 32nd minute scored for 1:0.
Then a long-range goal, Malisheva conceded in the 56th minute when Dragan Griviq scored.
In the 88th minute, the locals scored another goal for the 3:0 victory.
Vladimir Perišić was the scorer.
The Malaysian team plays against CSKA Sofia in the second qualifying round.
