I'm travelling to Kuala Lumpur for a few days(my thai single entry visa is gonna expire next month,that's my 1st single entry visa).I wanna make new one in there,is there possible?
I also don't have 4-5000$/EUR on my bank account if that's important although i a have proof of residence in bangkok(rental agreement that is valid for 6 more months)

You would be better advised to apply for the visa in Penang.

The Embassy in Kuala Lumpur is known to be inconsistent in their requirements.

what is the country of your passport?

Possible but not easy! Try Penang!

Do not go to Kual lumpur,

Go to peneng, or Cambodia or Laos or anywhere else, all my friends get rejected from there and obtained it from Penang or Kota bahru with less hassle,

what is the country of your passport?

Do not go to Kual lumpur,

Go to peneng, or Cambodia or Laos or anywhere else, all my friends get rejected from there and obtained it from Penang or Kota bahru with less hassle,

What reasons do your friends say they get rejected at KL? I've heard about the likely rejections , but not so much the actual reasons.

OP may find this guide helpful going from Penang to Thailand: http://www.thaivisa.com/forum/topic/879418-guide-travelling-to-george-town-penang-and-back-to-thailand/

They ask for the same proof of income and such that Malaysians have to provide to get a tourist visa which a non Malaysian cannot supply.

I just did Penang this last week. Used Jim's service 433 Chulia Street. Get him your passport, plane reservations back, a 3x5 photo, 340MYR. The service takes one full day (get him the passport Monday afternoon, get it back Wednesday before noon).

The free day I walked around Penang looking at the historical stuff, ate some really great food, i.e. lamb curry, tandoori chicken.