The Parliament of Malaysia and the official residence of the King are also located in Kuala Lumpur.
The three Federal Territories of Malaysia – Kuala Lumpur, Labuan and Putrajaya – are headed by the Yang di-Pertuan Agong and administered by the Department of the Federal Territories under the Prime Minister's Department.
[1] All the states in Peninsular Malaysia except for Malacca, Penang, are constitutional monarchies.
The two and Sabah and Sarawak are non-monarchical states, which are headed by a Yang di-Pertua Negeri (Governors).
Thus, those states with constitutional monarchies have royal capitals or seats where the palace or official residences of the monarchs are situated.