Malaria was endemic to the Deep South in the States up until the 1950s, at which point it was declared eradicated thanks to a miracle chemical called DDT. They should put that on everything (/s).
It is unlikely that malaria will establish itself, given that it gets cold and inhospitable to malaria-carrying mosquitos in Northern Europe. However, it is one of many things that could potentially be frog-boiled into existence in northern latitudes as a result of climate change.
I live in an area where mosquitos were unbearable this year. You couldn’t do outdoor activities without a mosquito net. It’s bad enough but I don’t want to imagine what it would be like if the threat of mosquito-borne illness was layered on.