Ex-Whiskeytown frontman Ryan Adams, who'd been a friend of Malin since the D Generation days, was impressed with Malin's new approach. Adams offered to produce Malin's debut album even though he'd never produced a record. The two headed into Lo-Ho Studios in New York in January 2001 and made an album in just six days. A deal with Artemis soon followed. The Fine Art of Self Destruction appeared in the U.K. in October 2002; first single "Queen of the Underworld" was a moderate hit and the British press quickly hailed Malin's debut as one of the year's best. Stateside fans finally got their hands on The Fine Art of Self Destruction in January 2003. Road dates followed, both in America and the U.K. Malin contributed a version of "Hungry Heart" to the benefit album Light of Day: A Tribute to Bruce Springsteen; he also picked up a nomination for the Shortlist Music Prize. By November he was back in the studio, laying down tracks for Self Destruction's follow-up. The Heat appeared in June 2004, accompanied by a string of tour dates on both sides of the pond.

Malin's third album was recorded in Los Angeles during the summer/fall of 2006, which marked his first time making a record outside of New York (or even above 14th Street) during his career. Featuring guest spots by Bruce Springsteen and Jakob Dylan, among others, Glitter in the Gutter eventually surfaced in March 2007 via Billie Joe Armstrong's Adeline Records label. Malin spent most the year on the road with his backing band, the Heat. That group released Mercury Retrograde in 2008, which was recorded live in New York City. The same year Malin followed up with the One Little Indian release On Your Sleeve, a gusty set of covers that featured imaginative readings of songs by the Bad Brains, the Rolling Stones, Fred Neil, Paul Simon, and others. In 2009 he founded a new band called St. Mark's Social, which released Love It to Life in 2010 on the Side One Dummy label.