Malmo's proximity to Copenhagen makes this one of the more logistically interesting premium routes out of Central Florida, and after years of routing through various European gateways to reach Sweden's southern coast, I've settled on a firm view: there is no nonstop option, so business class from Orlando to Malmo always involves a connection, typically through Amsterdam, Frankfurt, Munich, or Copenhagen, with total journey times stretching well beyond the 9.5-hour transatlantic flight segment once you factor in the changeover. SAS, Lufthansa, and KLM all serve this corridor with viable one-stop itineraries, and each brings a genuinely different onboard product to the long-haul leg — SAS's A330/A350 business class with direct-aisle-access seating on the newer aircraft, Lufthansa's evolving Allegris cabin on select routes (though still limited in rollout, so it's worth checking your specific aircraft), and KLM's World Business Class with its reliable, understated Delft-blue service style.
My preference for this itinerary leans toward routing via Copenhagen on SAS whenever schedules align, since Copenhagen Kastrup sits a mere 20-minute train ride from Malmo Central Station across the Öresund Bridge — genuinely faster and less stressful than connecting through a larger hub like Frankfurt and then backtracking north. If Lufthansa or KLM offer a meaningfully better fare or seat availability, Frankfurt and Amsterdam both have mature business class lounges worth the layover, but budget extra time given MCO's Terminal A US immigration and security rhythms during peak Florida tourist season.
One insider trick: SAS often releases better business award and revenue space on the MCO–CPH sector during Scandinavian shoulder season, since Copenhagen-bound leisure demand from Florida softens right as Scandinavian business travel picks back up. May through September remains the sweet spot for both weather in Malmo and fare quality on this corridor. Given how much these fares fluctuate week to week across three very different carriers, setting up automated price tracking for this specific routing is the smartest way to catch the right window before it closes.