Malone spoke before Sacramento hosted the New York Knicks on Wednesday night. His comments came a day after Jackson reassigned first-year assistant Brian Scalabrine to the team's NBA Development League affiliate in Santa Cruz because of what Jackson called a "difference in philosophies."
The decision has fueled fodder over the disagreement and how Jackson runs his team.
Yahoo Sports, citing unidentified league sources, said Jackson and Malone went weeks without talking during their tenure. Malone says the two spoke every day and worked through their differences.
"It is annoying because I'm worried about the Sacramento Kings. And what goes on in Golden State right now is really none of my business. So whatever happened between coach Jackson and Scalabrine, that's on them," Malone said. "I will say this: I had two great years in Golden State. I consider myself a very small part of the success that we had last year.
"And the one thing that has been reported that I would contradict is that Mark Jackson and I still have a relationship. We still speak. We never went weeks without speaking to each other, and it wasn't just a conversation of, 'Hey, how you doing?' We spoke as an assistant coach and a head coach. He hired me to help him, and that's what I did in my two years there. I think the record that they have right now, being 17 games above .500, speaks for itself. And Mark's record as a head coach speaks for itself."
Jackson is in his third season with the Warriors, who are 44-27 and in sixth place in the Western Conference. He led the Warriors to a 47-35 record last season to earn the conference's sixth seed, upset Denver in the first round of the playoffs before losing in six games to the San Antonio Spurs.
It was only the second time since 1994 the Warriors made the playoffs, and the first time they won two games beyond the first round since 1977.
Malone left to become Sacramento's head coach after the season. Pete Myers was elevated to lead assistant, and Scalabrine joined Jackson's staff further down the bench.
The Warriors picked up the option for the 2014-15 season on Jackson's contract after last year's playoff run instead of opting to give him a long-term deal.
Scalabrine's reassignment raised questions because of the timing this late in the season and also because of his relationship with Golden State's brass. He was a member of the 2008 NBA championship team in Boston, where Warriors owner Joe Lacob held a minority stake at the time, and Warriors general manager Bob Myers was Scalabrine's agent for most of his playing career.
"The culture, the environment has no dysfunction at all. That's comical," Jackson said following Tuesday's practice in Oakland. "It's a fun time, and we are looking forward to finishing up the season. It's a time to be smiling and joyful."