The climate in KL is quite humid all year-round. Anyone travelling to KL must always be ready for rains at any time of the year. Regardless, the best time to visit KL is from May-July or December-February.
The weather can be pretty hot between March - April. Due to the forest fires from Sumatera which typically happens between June - August, the dust particles may cast a haze over KL thus making it not an ideal time to visit the city.