Join八 upcoming events being held in Kota Kinabalu. Kota Kinabalu, the capital city of Malaysia's Sabah state on the island of Borneo, is a bustling coastal city that offers a mix of modern development and natural beauty, with its vibrant waterfront district, distinctive markets, and close proximity to tropical islands and UNESCO World Heritage-listed rainforests, providing visitors with a wide range of cultural, culinary, and outdoor experiences.