Northeast district police chief ACP Anuar Omar said the baby girl was found wrapped in cloth and left by a garbage bin at the food court.
He said police received a call from a passerby at 9am who had noticed the baby placed in a black-coloured box by the bin.
Anuar said the baby had its umbilical cord intact and there were no visible signs of injury.
He said the case will be referred to the Criminal Investigation Department.
The body has been sent to the Penang Hospital for a post-mortem.