This study was aimed at identifying behavioural, normative and control belief influencing intention to practise exclusive breastfeeding among pregnant women in Malaysia. An interviewer-guided questionnaire assessing behavioural, normative and control belief was developed based on the findings elicited from focus group discussions. Intention referred to the respondent’s intended duration of exclusive breastfeeding, which was measured in weeks. Bivariate correlational analysis, linear regression analysis and independent t test comparing intenders and non-intenders were conducted to identify the composite belief measures and individual beliefs significantly influencing intention. Composite measures of all the beliefs were significantly correlated with intention, but injunctive normative belief and behavioural belief were the only significant factors identified from linear regression analysis. The respondents agreed to comply with four referents of their mother, husband, nurses and mother-in-law. Non-intenders believed that those referents would oppose them practising exclusive breastfeeding for six months. The behavioural belief concerning difficulty to leave the infant significantly differentiated intenders from non-intenders. Exclusive breastfeeding promotion should include the woman’s mother, husband and mother-in-law. Nurses should provide accurate and complete information related to breastfeeding practise. Providing support for women to continue the practise even though separated from their infants may improve their intention and practise of exclusive breastfeeding.