During its stay, the crew competed in friendly matches in football, rugby, hockey, sailing, and golf against local clubs.

Three months later, the Chief Secretary of the Federated Malay States government received a letter from Captain H. T. Buller of the H. M. S. Malaya, which offered two cups to be competed for in football and rugby as tokens of their gratitude for the reception they received in Malaya.

A Malaya Cup committee was set up and it was decided to run the football competition in northern and southern sections.

Six teams participated the inaugural Malaya Cup, Malacca, Negeri Sembilan, Singapore, Penang, Selangor and Perak.

The first Malaya Cup match was played on 20 August 1921, with Selangor defeating Penang 5–1 in front of an estimated crowd of 5,000 in Kuala Lumpur.