Fluctuations in exchange rates can induce uncertainty, significantly impacting a country’s exports. The unexpected appreciation or depreciation of a currency can also influence the flow of palm oil exports between Malaysia and China, affecting relative prices. This study aims to investigate whether the effects of exchange rate fluctuations on palm oil exports exhibit a symmetric or asymmetric relationship. Additionally, this study endeavours to ascertain the presence of the J-curve phenomenon in explaining the connection between exchange rates and Malaysia’s palm oil exports to China. This study employs a quarterly dataset spanning from January 2010 to June 2023 and utilises the linear and Nonlinear Autoregressive Distributed Lag (NARDL) approaches. The study’s results affirm the presence of asymmetric effects stemming from exchange rate movements on Malaysia’s palm oil exports to China. This study found that ringgit depreciation positively impacts palm oil exports in the long run. These empirical findings hold significance for policymakers, shedding light on the positive repercussions of palm oil price changes on economic activity, ensuring that all stakeholders in the sector reap the benefits accordingly.