Brook's struggles have mirrored those of the reigning champions whose woeful title defence will officially end on Saturday when they face Pakistan at the iconic Eden Gardens in Kolkata.
Brook has made just one fifty at a tournament where England have lost six out of eight games, including a first defeat to Afghanistan.
"I really feel for him. I feel like there's been so much pressure put on his shoulders, almost as if he was the saviour of English cricket," said Malan.
"The poor kid is still learning his way and he's still trying to find his feet in international cricket."
He added: "Hopefully he learns from this and from all the pressure that's been put on his shoulders and he can find a way to keep getting better because I think he's an exceptional talent and I can see him playing 100 games for England across all formats."
Opening batsman Malan has been a rare bright spot for England over the last five weeks in India.
He has 373 runs at an average of over 46 and made a career best 140 against Bangladesh with two more fifties in the games with Australia and Netherlands.
However, at 36, he appreciates that his brief ODI career, which has only seen him play 30 games, may come to an end on Saturday if England's cricket rulers decide to cull the senior stars.
"I'm the second oldest in this team. I don't know what my future holds whether that be my choice or the team's choice," he said.
"Tomorrow could be the last game of cricket for England for me and it could still be the start of another journey. Who knows? We'll only find out when the dust settles."
Like his teammates, Malan is stumped as to why England have performed so badly just four years after their memorable win over New Zealand in the final at Lord's.
It was also only last November that England cemented their white-ball supremacy by capturing the Twenty20 World Cup in Australia.
"The sport changes quickly. It has a way of biting you in the backside," said Malan.
"It creeps up on you quite quickly. We're so disappointed in the fact that we are here playing against Pakistan at Eden Gardens and we're not in the race for it."
Despite that, Malan said that qualifying for the 2025 Champions Trophy in Pakistan was still a target.
The International Cricket Council last week announced that seven top teams from this World Cup along with hosts Pakistan will qualify.
"We're seventh on the log, which isn't where we'd like to be at this stage of the tournament. We'd have hoped to come here pushing for a semi-final spot and preparing for that, but we just haven't been good enough," added Malan.
