Kuala Lumpur is one of the safest cities in Southeast Asia, ranking number 32 in the world (as per EIU Safe Cities). Of course, there are petty thefts and pickpockets, so stay vigilant in crowded areas. This doesn't mean you should skip travel insurance, though. Everything can happen, and having one gives you the freedom of the mind to enjoy your vacation to the max. I currently use HeyMondo for my travels because they have proven themselves to me more than once over the years. The link above will give you a 5% discount, but If you have another favorite provider, that's okay. Just make sure you have one because you never know what may happen.