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Tourism plays a vital role in the development of country in term of income generation, foreign exchange earnings and employment opportunity. Plenty of researchers intended to verify the tourism-led growth hypothesis and investigate the determinants of tourism growth in Malaysia by using cointegration approach. Their studies however mostly are based on yearly data and applied traditional cointegration approach such as Johansen's test. Therefore, this study uses the Autoregressive Distributed Lag (ARDL) approach and the Error Correction Model (ECM) Granger causality test to determine the existence of a long-run relationship between tourism and real exchange rates by applying quarterly data. Pairwise models are built by using tourist arrivals in Malaysia as a dependent variable and real exchange rates of dierent countries as independent variables. The results show that the real exchange rates of China, Singapore and the United States are signicant and cointegrated with the tourist arrivals. The ECM Granger causality test results indicate the existence of the long-run bidirectional causality relationships between tourist arrivals and the real exchange rates of China, Singapore and the United States. The reliability and validity of the models are conrmed by the diagnostics test and the CUSUM test.