Malaria, a vector-borne disease, is a significant public health problem in Keonjhar district of Odisha (the malaria capital of India). Prediction of malaria, in advance, is an urgent need for reporting rolling cases of disease throughout the year. The climate condition do play an essential role in the transmission of malaria. Hence, the current study aims to develop and assess a simple and straightforward statistical model of an association between malaria cases and climate variates. It may help in accurate predictions of malaria cases given future climate conditions. For this purpose, a Bayesian Gaussian time series regression model is adopted to fit a relationship of the square root of malaria cases with climate variables with practical lag effects. The model fitting is assessed using a Bayesian version of R(2) (RsqB). Whereas, the predictive ability of the model is measured using a cross-validation technique. As a result, it is found that the square root of malaria cases with lag 1, maximum temperature, and relative humidity with lag 3 and 0 (respectively), are significantly positively associated with the square root of the cases. However, the minimum and average temperatures with lag 2, respectively, are observed as negatively (significantly) related. The considered model accounts for moderate amount of variation in the square root of malaria cases as received through the results for RsqB. We also present Absolute Percentage Errors (APE) for each of the 12 months (January-December) for a better understanding of the seasonal pattern of the predicted (square root of) malaria cases. Most of the APEs obtained corresponding to test data points is reasonably low. Further, the analysis shows that the considered model closely predicted the actual (square root of) malaria cases, except for some peak cases during the particular months. The output of the current research might help the district to develop and strengthen early warning prediction of malaria cases for proper mitigation, eradication, and prevention in similar settings.