This paper provides an insight into the levels of understanding of probability concepts of Malaysian secondary school pupils and the relationship among their probabilistic understanding and the independent variables of sex, form and mathematical ability. Information related to the levels of understanding of probability concepts is essential to curriculum design in this branch of mathematics. A study was conducted on a representative sample of 1266 form four and six (lower) pupils from fifteen secondary schools located in the suburban district of Klang, Selangor Darul Ehsan, Malaysia. A probability concepts test was administered and data collected and analysed to obtain factual information regarding the understanding of probability concepts among Malaysian pupils. This paper discusses the performance of pupils on intuitive and taught probabilistic concepts, describes the establishment of a probability concepts hierarchy and considers probabilistic understanding in relation to the independent variables sex, form and mathematical ability. A scale compromising three levels was set up. The results of the distribution of levels showed that generally Malaysian pupils were at Level 2. The study also revealed that boys, form six pupils and pupils with a higher mathematical ability performed better than their counterparts. Finally, several implications for educational practice are suggested.