Malen moves to the Giallorossi with some doubts over the state of the transfer.
While Villa say the deal is for an undisclosed fee, a Roma statement says it is a loan with an option to buy.
Malen joins Roma just a year after moving to Villa from Borussia Dortmund.
He scored seven goals for Unai Emery's side this season but has struggled for regular playing time, making only five league starts in 21 appearances this campaign.