Corruption is rife in some Commonwealth countries and nations must show more political will to stamp it out, the group's secretary general said today.

Don McKinnon said corruption cost governments billions of dollars a year and also threatened foreign investment.

"If any of the Commonwealth countries want to be rid of corruption, then each and every one of its citizens must know, deep within, that corruption is wrong," McKinnon said in a speech at a forum on integrity in Kuala Lumpur.

"It tends to be the poor who suffer the most.... It threatens development efforts, including loss of investor confidence and national pride," he said.

McKinnon arrived in Malaysia on Monday as part of a last regional tour including Singapore and Brunei before he steps down from the post at the end of the year. He has served since 1999.

Citing a corruption perception index by watchdog Transparency International, McKinnon said countries such as Bangladesh, Nigeria, Pakistan and Kenya were sitting "dangerously near the bottom" of the world rankings.

He said the United Nations had estimated that corruption costs Africa 150 billion dollars a year.

"It is the 800 million Commonwealth citizens who eke out a living on just one dollar a day who suffer most from the greed of a few," McKinnon said.

"Anti-corruption strategies need to be coordinated, multi-faceted, targeted and supported by demonstrable political will," he added.

Established in 1926 and reformed in 1949, the Commonwealth of Nations is the successor to the British Empire and brings together 53 diverse nations - around a third of the world's countries and a quarter of its population.