The emerging area of Human Computer Interaction - Privacy (HCI-P) is evolving to include research on engineering HCI requirement and localizing privacy protection to include socio-cultural requirement, legal protection by countries and user privacy preferences. `Personal Data Protection Act 2009', passed in April 2010 by Malaysia's Parliament demonstrated the infancy level of privacy protection in Malaysia. In addition, there is little study in Malaysia to investigate; (i) the privacy protection awareness among public and (ii) the practice of privacy adoption among companies. This study aims towards bridging this understanding by investigating the adoption of privacy policy among Malaysia e-commerce website. A sample of 210 Small Medium Enterprises (SME) websites was selected by using convenient sampling from various categories of Malaysia e-commerce portal available at http://www.shoppe.com.my. The evaluation process was done by using personal observation using an adopted indicators of privacy policies from Jamal, Maeir and Sunder (2002) by observing the `privacy policy statements', `privacy policy notice' and `privacy policy' provided by the companies. The study revealed several issues pertaining privacy policy adoption among Malaysia e-commerce websites. We end our study with few recommendations for further improvement of the privacy policy adoption and future feasible work within this line of study.