Just a week after snubbing Roma to join Barcelona, Malcom scored against the Serie A side in a 4-2 defeat in Dallas.
Roma had announced they had reached a deal for the 21-year-old Brazilian, but the Bordeaux winger signed for the Spanish champions instead for £36.5m.
Malcom gave Barca a 2-1 lead, before Alessandro Florenzi, Bryan Cristante and Diego Perotti scored for Roma.
Earlier Stephan El Shaarawy had cancelled out Rafinha's sixth-minute opener.
The Italian club joked before the pre-season match that it had muted any mention of the player on Twitter.