Every country has different rules or law to own exotic animals, so you have to check whether it’s legal to own certain exotic animal with your local government body.

In Malaysia, to acquire exotic animals that falls under endangered species list is very strict and require special permit, this include much adored cute animals such as Fennec Fox or different type of owls. You may refer to the International Trade In Endangered Species Act 2008 : http://www.nre.gov.my/ms-my/Biodiversiti/Akta/cites_act.pdf

It was stated that:

13. (1) Every scheduled species in transit in Malaysia shall be accompanied by—
(a) a valid export or re-export permit, licence, certificate or written permission, in accordance with the Convention, issued by the competent authority of the country of export or re-export, as the case may be, of the scheduled species; and

(b) where required by the country of import or final destination of the scheduled species, a valid import permit, licence,  certificate or written permission, in accordance with the Convention, issued by the competent authority of that country or destination.

If you think to get permit is easy, it is not. It is also said that:

15. (1) A Management Authority may require any owner, importer, exporter or re-exporter of scheduled species to brand, label or
otherwise mark such scheduled species to the satisfaction of the Management Authority.

There’s possibility that your permit may be refused as below:

(2) A Management Authority may, after considering the application under subsection (1)—
(a) issue or refuse to issue a permit to import or export any scheduled species;
(b) issue or refuse to issue a certificate to re-export or introduce from the sea any scheduled species; and
(c) allow or refuse to allow the registration to produce captive bred animal or artificially propagated plant or animal of any scheduled species for commercial trade purposes.
(3) If a Management Authority decides to issue a permit or certificate, or allow the registration under subsection (2), the Management Authority may impose such conditions as it thinks fit.

Additionally, the authority may revoke your permit at any time if you violates the given conditions.  You will also require permit if you breed the scheduled species, so if you find anyone selling those species online ask for their permit. However,  be careful as there’s so many fake permit issued at which if you are found guilty will be fined a huge sum by the authority.

If you are unsure and need more guidance, you may also find more info from NGO that controls the welfare of wildlife animals or trading such as TRAFFIC or CITES (the Convention on International Trade in Endangered Species of Wild Fauna and Flora, also known as the Washington Convention) a multilateral treaty to protect endangered plants and animals. According to TheStar, in Malaysia, traders who wish to sell exotic animals and individuals who want to buy them need to have the CITES permit for each one they want to sell or keep.

TRAFFIC Southeast Asia’s regional office was established in October 1991 and is hosted by the WWF Malaysia office:

TRAFFIC Southeast Asia
Unit 9-3A, 3rd Floor, Jalan SS23/11, Taman SEA
47400 Petaling Jaya, Selangor, Malaysia.
Tel: +603 7880 3940
Fax: +603 7882 0171
Email: tsea@po.jaring.my 

If you are smitten with those endangered animals, why not visit animal cafe instead?

References:
http://www.nre.gov.my/ms-my/Biodiversiti/Akta/cites_act.pdf
https://www.reviewjournal.com
http://www.wwf.org.my/about_wwf/what_we_do/wildlife_trade_monitoring/
https://www.thestar.com.my/news/nation/2016/07/29/so-easy-to-get-exotic-animals-falsified-permits-are-fuelling-global-illegal-wildlife-trade/#iMseim5pe4bdG6xz.99