Vaccination has offered the hope of restoring life to pre-COVID-19 normalcy. However, new COVID-19 cases have continued to emerge and have increased in certain regions even with increasing vaccination coverage. This study aims to explore the correlations between daily COVID-19 case fatality rates, vaccination coverage as well as daily new cases and deaths of COVID-19 in Malaysia. It aims to compare the pre- and post-vaccination COVID-19 case fatality rates and examine if any difference between the rates is statistically significant. It also aims to identify the main predictors of COVID-19 case fatality rates. This study obtained the data of daily new cases and deaths of COVID-19, as well as the daily vaccination coverage in Malaysia from official platforms and government offices for non-parametric statistical analysis. It explored the Spearman’s correlations between daily COVID-19 case fatality rates, daily new COVID-19 cases and deaths as well as the vaccination coverage in Malaysia. It examined the difference in the pre- and post-vaccination daily COVID-19 case fatality rates with Mann-Whitney U Test. It constructed a multiple regression model to identify the significant predictors of the daily case fatality rates. This study shows that daily COVID-19 case fatality rates are positively correlated with daily new COVID-19 cases and deaths, and vaccination coverage. It reveals that post-vaccination case fatality rates are lower than pre-vaccination and the difference is statistically significant. People fully vaccinated per 100 population is a significant predictor of the decline of daily case fatality rates.