My baby will be born in 2 months time. The father is Thai and I'm Malaysian. I'm sure my baby can be Thai citizenship but how about Malaysia, can he be one? I;m not sure about it because when I search the web, Malaysia not allow 2 citizenship. So what can I do if I bring him back to my country to visit his grandparents, what type of visa he can get?

As Thai no visa would be required - there is visa exempt entry for 30 days for nationals of both countries.

As for citizenship there appears to be many Thai also holding Malaysian citizenship from reports and recent attempts to prevent it.

Malaysia and Singapore frown on duality of nationality.

My son was born 6 months ago, I'm Australian and my wife is Thai. He has a Thai Passport and Birth Certificate and I got him an Australian Citizenship Certificate which allowed me to get him an Australian Passport so he has both Thai & Australian Citizenship...

I'd advise you to give your embassy a call and ask what the procedure is to get Malaysian Citizenship By Decent and also enquire upon your child keeping his Thai nationality.

Are you legally married? if not, your husband would need legitimize the child before he would be considered to be the father.