The Southeast Asian (SEA) haze events due to forest fires are recurrent and affect Malaysia, particularly the Klang Valley region. The aim of this study is to examine the risk of haze days due to biomass burning in Southeast Asia on daily mortality in the Klang Valley region between 2000 and 2007. We used a case-crossover study design to model the effect of haze based on PM10 concentration to the daily mortality. The time-stratified control sampling approach was used, adjusted for particulate matter (PM10) concentrations, time trends and meteorological influences. Based on time series analysis of PM10 and backward trajectory analysis, haze days were defined when daily PM10 concentration exceeded 100 μg/m3. The results showed a total of 88 haze days were identified in the Klang Valley region during the study period. A total of 126,822 cases of death were recorded for natural mortality where respiratory mortality represented 8.56% (N = 10,854). Haze events were found to be significantly associated with natural and respiratory mortality at various lags. For natural mortality, haze events at lagged 2 showed significant association with children less than 14 years old (Odd Ratio (OR) = 1.41; 95% Confidence Interval (CI) = 1.01–1.99). Respiratory mortality was significantly associated with haze events for all ages at lagged 0 (OR = 1.19; 95% CI = 1.02–1.40). Age-and-gender-specific analysis showed an incremental risk of respiratory mortality among all males and elderly males above 60 years old at lagged 0 (OR = 1.34; 95% CI = 1.09–1.64 and OR = 1.41; 95% CI = 1.09–1.84 respectively). Adult females aged 15–59 years old were found to be at highest risk of respiratory mortality at lagged 5 (OR = 1.66; 95% CI = 1.03–1.99). This study clearly indicates that exposure to haze events showed immediate and delayed effects on mortality.