The highly-rated 20-year-old became a much sought-after asset during the winter transfer window, with two north London rivals marking him out as a top target.
Bordeaux were able to see off that interest, but the youngster has conceded that he was open to a move and revealed that he expects a summer agreement to be pushed through.
Poyet appears resigned to that happening, with the former Chelsea midfielder acknowledging that his side need to brace themselves for the imminent departure of a “special” talent.
He told Marca: “He is a special player who can win matches on his own.
“He is often double-marked because his talent is that special, and in January we were nervous because we almost lost him to the Premier League.
“We must prepare for this because sooner or later he will leave.”
Malcom had netted seven times for Bordeaux before the January window opened, with those efforts bringing him to the attention of sides elsewhere.
He has managed just one goal since the turn of the year, but others have been doing the business for the Ligue 1 outfit.
A 1-0 defeat to Marseille on Sunday brought a run of four successive victories to an end for Bordeaux, with Poyet pleased with the start he has made in the hot-seat since being handed the reins on January 20.
He added: “I've had a dream start, you always want to make an impact, especially when you take over a team where things aren't going well.
“Winning three successive matches goes some way to making an impact, it does a lot to convince people.”