The Blues secured their first away win of 2019 thanks to a gutsy performance in Sweden on Thursday night.
Sarri had demanded a reaction from his players after their embarrassing 6-0 defeat to Manchester City last weekend.
Midfielder Ross Barkley opened the scoring in the first half, before Olivier Giroud then fired home in the 58th minute. Malmo pulled a goal back through Anders Christiansen but Sarri was pleased with the display, although he has asked his squad to deliver on a more consistent basis.
He told reporters: "Today, we played our football. We need to move the ball more forward and back. In the last period, we had a problem about up and down - 4-0, 5-0, 6-0 - we needed to have continuity and consistency.
"We need to have the right application. If you have a bad mental application in England you can lose three or four matches. We need to have consistency. It is not easy, but we have to try."