The location of where the family lives is never revealed directly. It is known to us that Malcolm in the Middle was shot in California, and we can clearly see several instances where the California license plates are visible. Sometimes we are given small hints, like the distance from a particular city. Using these kinds of observations, many people make estimations about where they might live but the truth is that we can’t know for sure.
While the fictional location of the family is in doubt, there is of course a very real location where the series was shot. The scenes of the outside of the house were filmed at an actual residence, 12334 Cantura Street, in the Studio City district of Los Angeles. This house has since been demolished. The inside of the house was a set on Soundstage 20 at the CBS Radford Studios in Studio City. To give the impression of real scenery outside the set, painted or printed backdrops were used showing trees, shrubbery, housefronts etc.