The Malaysian government has scholarship for countries it has working relationship with. The good thing is that Nigeria is among those countries. The scholarship is presently on and it applies to both Masters and PhD intending students.
For more details on the scholarship and how to apply, please click on the link below:

http://studentnigeria.com/other-studentships-scholarships/112-international-scholarship-masters-phd-studies-malaysia.html

All the best