They arrived at the Kuala Lumpur International Airport (KLIA) onboard a Malaysia Airlines flight.
Aishah Azizul Raheem, 14, Ammar, 12, and Adam and Arif, who are 11 and 7 respectively, were accompanied by Deputy Foreign Minister Datuk Hamzah Zainuddih and a relative to the family.
Aishah expressed her excitement over the opportunity to return to Malaysia but refused to comment further.
Aishah Azizul Raheem, Ammar, Adam and Arif were brought the Prime Minister Datuk Seri Najib Tun Razak's residence upon arrival in Malaysia.
Azizul Raheem Awaluddin and Shalwati Norshal's children were handed over to the Malaysian Embassy in Stockholm by local authorities.
They will now be put under the care of a Muslim family in Malaysia while waiting for the results of their parents' court case in Sweden.