Raised in Kjellerup, Malling trained at Skuespillerskolen at Odense Teater in 1992. He is best known for his role as Deputy Superintendent Jan Meyer in the Danish TV crime thriller Forbrydelsen.
In his spare time Malling plays tennis. He is married to actress Petrine Agger, who played his character's wife Hanne in Forbrydelsen. Agger also appears in Borgen.
In 2013, he received the Lauritzen Award
