The Bursa Malaysia Knowledge Centre, formerly known as the KLSE Library and Public Information Centre was opened in 1985. Located in an annexe in the Bursa Malaysia building, the library is opened from 9:15 am to 5:00 pm (Monday to Friday).

With over 15,000 titles at its disposal, it is the only corporate library that offers a wide range of materials related to capital market as its main collection. Its resources comprises a rich repository of historical corporate information of public listed companies comprising Annual Reports, Prospectus and announcements. Some of the annual reports date back to the 1940s. These archive is rare and valuable as such information is not easily available at current times.