The Ducati rider comes into the penultimate race of the season with a 14-point lead after he finished third in Australia last week and Yamaha rival Fabio Quartararo crashed out.
Bagnaia can seal the world title on Sunday if he triumphs at Sepang and Quartararo ends up outside the podium.
"At the moment I'm quite calm. The main question here is the weather, it can rain on Saturday and Sunday. As for the race, of course, the pressure is there but I know we did something good this year," Bagnaia said.
"But we still have to finish the job and my main focus is on that. If I want to perform well, I have to focus on doing the perfect job.
"If I start thinking about things that give me pressure, for sure I will be pressured.
"My girlfriend and family are here and they will help me a lot to be more calm," said Bagnaia, who watches movies and reads to ease the stress.
Bagnaia has clawed back a 91-point deficit on Quartararo after an excellent second half of the season which saw him win four of the last eight races since Germany in June.
Frenchman Quartararo says he has "nothing to lose" now in his title defence.
"I'm in a position where I don't have to think about anything and just push myself to the limit," he said.
"It's not over. This is a track I enjoy and I will make the best qualifying," Quartararo warned.
MotoGP is back in Malaysia for the first time since 2019 after recent races were cancelled because of COVID-19.
Organisers are hoping that 170,000 spectators will turn out across three days of racing starting with practice on Friday. Qualifying is on Saturday.
