The National Archives of Malawi was established in January 1964, but Malawi has served as an archives depot since 1947, within the framework of the political unity of the three Central African territories of Zimbabwe, Zambia and Malawi, then known as Southern Rhodesia, Northern Rhodesia and Nyasaland respectively. This unity was promoted into the so-called Federation of Rhodesia and Nyasaland in 1953. The Federation lasted only one decade following the secession from it of, first, Nyasaland, then Northern Rhodesia.

The Southern Rhodesia National Archives Act was promulgated in 1935. In 1946, an Archives Amendment Act was passed, authorizing the Government Archivist of Southern Rhodesia to extend his powers to Northern Rhodesia and Nyasaland. The Act was followed by the Nyasaland Archives Ordinance 1946, which was but a complementary legislation empowering the Southern Rhodesia National Archives (now known as the Central Africa Archives) to act as the archives office for Nyasaland.