You Do Need power plug adapter while traveling from Malaysia to Thailand.

Here is Why You Need An Adapter

The outlet and plug type used in Thailand are A, B, C and O and in Malaysia is G. This is how they look like.

Malaysia

In Malaysia, outlets of type G are in use.

Type G

Thailand

In Thailand, outlets of type A, B, C and O are in use.

Type A

Type B

Type C

Type O