The 27-year-old left Town for Derby County on a permanent deal yesterday, but reflected positively on his spell in West Yorkshire.
On his time in the top tier with Town, Malone told the club's official website: "It was exciting.
"I've worked for seven, eight, nine years now to get to the Premier League.
"I had my shot at it, which was really exciting, and we didn't get relegated.
"That was the most pleasing thing for me, not only making my debut and making over 20 appearances, but for a club like Huddersfield to stay in the Premier League.
"It was a massive achievement and I thoroughly enjoyed my last 12 months.
"It was time to move on.
"I was told I wasn't going to get many games this season so I moved on."