Malan - making his first appearance of the season after his stint at the Indian Premier League - has scored 40 at the break, while Ballance, who missed last week’s Roses match with a calf strain, has made 25.
The third-wicket pair have added 58 after Yorkshire slipped to 95-2 in reply to Sussex’s first innings 313, openers Adam Lyth and Tom Kohler-Cadmore the men out on a sunny afternoon in Leeds.
Yorkshire trail by 160 runs.
Resuming on 26-0 after lunch, Lyth and Kohler-Cadmore batted well, lifting the total to 83 before the first wicket fell.
Kohler-Cadmore, still seeking his first real score of the season, was pinned lbw by Danial Ibrahim for 25, a touch-and-go-looking decision to the naked eye with the ball possibly drifting down leg-side.
It was all that Kohler-Cadmore could do to drag himself off, and he received sympathetic applause as he left the field.
The tall right-hander was Ibraham’s maiden first-class wicket - achieved with the third delivery of his third over from the Emerald Stand end - on a day when the teenager became the youngest player to score a Championship fifty, aged just 16 years and 299 days.
Lyth was bowled around his legs by pace bowler Jamie Atkins, the leg stump sent flying out of the ground.
Lyth scored 48 from 68 balls with five fours and a six and looked similarly frustrated as he dragged himself off.
Malan should have fallen for 27, but Travis Head dropped a fairly straightforward chance at first slip off Henry Crocombe, the ball disappearing to the boundary to rub salt into Sussex wounds.
It would have left Yorkshire 124-3 but Malan has played impressively for the most part against a hard-working but mostly inexperienced attack.