National police chief Khalid Abu Bakar said the nine, aged from 22 to 55, were arrested near the capital Kuala Lumpur and in the northern state of Kedah bordering Thailand.
They were held on suspicion of being "involved in a militant group that is responsible for planning terror acts in and outside the country", Khalid said in a statement.
He added they were believed to have links to terrorists abroad, and some of them allegedly held "a secret meeting to strengthen their militant ideology, raise funds and undergo military training in preparation to commit acts of terror".
Malaysia has not been the target of any notable terror attacks in recent years. But it has been home to several suspected key figures in militant Islamic groups such as the al-Qaeda-linked Jemaah Islamiyah.
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The group has been blamed for a number of attacks in the region -- the deadliest being the 2002 Bali bombings that killed 202 people.
Police have said they are probing terrorism as one possible reason why Malaysia Airlines flight MH370 veered off course and vanished on March 8.
No sign of wreckage has been found.