Human Resource Management (HRM) theorists reported that the key roles of HRM were four inter-related broad competencies namely, strategic partner, change agent, employee champion and administrative expert. If properly managed, these roles could create efficiency, commitment and cultural construction improvement in organizations. The roles were practiced differently to suit organizational objectives, industries and cultural values. But, without skilled, knowledgeable, qualified and experienced employees; it may affect organisational performance. This research was aimed to address HRM roles and Malaysians skills shortages from the perspectives of a sample of HR managers in a variety of Malaysian organisational types and sizes. The findings revealed that HR professionals were mostly performing their tasks as ‘administrative expert’ and less ‘strategic business partner’ in large companies. It was also found that Malaysians were lacking of accounting, Information Technology and human resource management skills.