Local media said the T-Team captain, who was 30, collapsed three minutes into the match in Kota Bharu and was taken to hospital.
The match was abandoned after 60 minutes when a message was received from the hospital that Oniya had died.
Oniya had only just joined the Malaysian club this season.
Nigerian defender David Faramola Oniya died on Saturday after collapsing on the pitch during a friendly between his Malaysian club T-Team and Kelantan.