The 2005–06 A1 Grand Prix of Nations, Malaysia was an A1 Grand Prix race, held on the weekend of November 20, 2005 at the Sepang International Circuit.

Qualification took place on Saturday, November 19, 2005, with rain beginning in earnest at the end of the second segment of qualification.

The Sprint Race took place on Sunday, November 20, 2005.

The Main Race took place on Sunday, November 20, 2005.