Kuala Lumpur is in Asia.
Kuala Lumpur ( [ ˈkwɑːlə ˈlʊmpʊə ] or [ - pər ] [ ˈkwalə ˈlumpʊr ] ) , officially the Federal Territory of Kuala Lumpur , or more commonly KL , is the national capital of Malaysia as well as its largest city . Malaysia ( [ məˈleɪsiə ] ; [ məlejsiə ] ) is a federal constitutional monarchy located in Southeast Asia .