Australia reclaimed the Ashes urn with an emphatic innings victory in the Perth Test earlier this week, condemning the remaining Melbourne and Sydney Tests to dead rubbers in the five-Test series.
But Malan, who is the best performing of the tourists' batsmen with 302 runs at an average of 50.33, said despite the series being lost, pride was at stake.
"I believe we need to be as aggressive with these guys as they are with us," he told reporters ahead of the fourth Test in Melbourne, starting on Boxing Day.
"I think batting, bowling or fielding we have to be aggressive. One little mistake out here, and these guys seem to pounce on it," added Malan.
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"You have to be mentally strong. It is a tough place, but it is as tough as you make it."
The Middlesex left-hander, who scored his maiden Test century with 140 in Perth, said England had their moments during the series, but have not sustained them.
"You can look back at all three Test matches and say we were in the driving seat for two or maybe three days," he said.
"It is disappointing we have got nothing to play for in terms of the Ashes but the pride of our players will want to make this 3-2 and we want to show we can perform out here."
He added that England remained united on what has been a miserable tour.
"No one is feeling sorry for themselves, blaming people or anything like that," he said.
"We hold our hands up and we need to improve. None of us are the finished article. It's not through lack of trying.