The left-back is in action with his teammates at Carrington, but has not yet played a competitive game this season.
Malacia has been absent for nearly two years due to a troublesome knee injury that required two operations.
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“It was really tough to see him and the struggle that he’s been through," Dalot told Saturday's edition of United Review.
"You can’t imagine how difficult it would be to not be able to do what you love, your job, for such a long time.
“That’s why we celebrated when he came on training with us, even if it was just for the little boxes… to make sure that he feels we are ready to welcome him and to keep helping him, because he’s going to need it.
"At the end of the day, it was a really long time since he got an injury. We’re really pleased to have him. The team needs him and the club needs him, so we are really happy.”