In 1965 Oleg Malov entered the Leningrad Conservatoire where he was taught by professors S. Savshinsky and N. Perelman.

Since 1972 he has been teaching in the piano department of the St. Petersburg State Conservatoire, and is currently a professor there. His graduates work at music schools and higher music education institutes in Russia, Europe and USA. Some of them have received the highest prizes in European music competitions.

Oleg Malov has been performing since 1968. His repertoire consists of pieces by more then 100 composers. Since 1989 he has participated in the most significant contemporary music festivals in Europe (Germany, Netherlands, Italy, Denmark, Hungary, Austria, Belgium, Luxemburg, Switzerland). In his performances he performs as a soloist, ensemble player, and conductor. He has held numerous master-classes at higher music education institutions in Russia, Belgium, Netherlands, Luxemburg, Corea, Germany.

Oleg Malov has recorded about 20 albums with companies «Melodia», «Pentagon», «Megadisc», “EMC”.