With the outbreak of Philippine–American War, Malone was transferred to the newly established 27th Infantry Regiment in the Philippines in mid-1901 and took part in the chasing of rebel leader Emilio Aguinaldo to the swamps and morasses of the Luzon. He was ordered back to the United States, and following his promotion to Captain on November 2, 1901, he was appointed an instructor of Chemistry at the United States Military Academy at West Point, New York. While in this capacity, Malone taught a future General of the Army and Medal of Honor recipient, Douglas MacArthur.