"I question her choice of husbands-to-be, but that's just me personally," Malick admitted of her friend who had a 22-year relationship with Rolling Stones frontman Mick Jagger. (They had four children together.)
Still, Malick spoke affectionately of the 59-year-old actress as she prepares for her big day.
"She's great," Malick said. "I think for women, particularly, as we get older, it's all about being comfortable in your own skin. That's the thing that will help you move on. And having a great sense of humor."
This will be the fourth marriage for Murdoch, 84, who filed for divorce from Wendi Deng in 2013. The couple announced their engagement this week.
Malick also opened up about the cast of her new show, which is based on the popular film franchise of the same name.
"There's something that I so appreciate about this cast all being what I call 'the kids,' as I'm the senior person -- what I am so grateful for is their appreciation for this opportunity," Malick said. "We, who have been around for a while, know this doesn't happen every day."
Rush Hour, which will not feature Jackie Chan or Chris Tucker, premieres March 31.