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Malmquist released his first book of poetry, Sudden Death, in 2007. The book was praised by critics as the first sports-oriented book of poetry in Sweden. The book reflects on Malmquist's youth as a hockey player.
His second book of poetry, Fadersmjölken, was released in 2009, and was described by critics as "amazingly beautiful."[This quote needs a citation] Fadersmjölken was, at the time, the second most reviewed book by Swedish media next to The Journal of Joyce Carol Oates 1973–1982.
In 2015, Malmquist published I varje ögonblick är vi fortfarande vid liv [In every moment we are still alive] (Natur & Kultur). The book tells the story of Malmquist dealing with loss, first of his partner Karin, who died of leukemia diagnosed in the last months of her pregnancy, and soon thereafter of his father, Swedish sports journalist Thomas Malmquist. The book was well received by critics and reached the best seller lists.