Friend Dave Ferris told NZME News Service Mr Rae was "absolutely loved" by everyone who knew him.
The 28-year-old prankster was 10 metres up a tree having a beer when Mr Ferris first met him, he said.
Mr Rae - known to some as "Rae" or "Stingrae" - was an "all-round genuine bloke" and always having fun, Mr Ferris said.
He had a special bond with his partner Stephanie McGregor and the pair had planned to tie the knot in 2016.
"He was always making an effort to organise things to do with the boys but he had a special place in his heart for Steph, his partner, that was true love," Mr Ferris said.
"I personally will always remember Rae for his cheeky sense of humour, the way he could make anything a laugh...He will be absolutely missed by all."
Heath Mansell also posted a touching tribute to his friend on Facebook, saying he was sure he would see him again.
"Love you my brother I no you will see this message were ever you are words cannot describe hoe much I miss you, you gone way too soon my bro just letting you know I love you and I'll see you again my friend, [sic]" he wrote.
"Having a couple of beers for you now I promise to have one with you again."
Kelly-lee Clark also had a memory to share of Mr Rae: "What a week of sad news. Hope it ends! Rip Hayden Rae, Thinking of all his family & friends at this sad time. Never forget singing Tracey chapman fast car all day everyday with u xx"
Mr Rae's high school friend Jeremy Roycroft told Fairfax Media he was the "most humble, gentle, funniest bloke" he had met.
He had known Mr Rae since the pair played junior rugby when they were 6 and had great memories of "growing up and causing mischief with him".
"I have had their save the date photo stuck on my fridge - they are the first thing I see in the morning and the last thing I see at night.
"It's difficult to imagine that now all I have is memories of the one of the best person I have ever known."
Friend Xenia Sekeris said Mr Rae was simply "one of a kind".
"Sometimes we never know the value of a moment until it becomes a memory...Hayden you were one of a kind, a true friend we will miss you more than you know,' she posted alongside a photo of Mr Rae.
A spokesman for the Ministry of Foreign Affairs and Trade said it was aware of the death of a New Zealand citizen in Malaysia.
The family has not approached the Ministry or the New Zealand High Commission in Kuala Lumpur for assistance, he said.
Malaysian news outlet Bernama reported Kuala Lumpur traffic department investigating officer, DSP S. Markandan, said the New Zealand man was crossing the road from left to right when he was hit by a motorcycle ridden by a 44-year-old man.
"The impact caused the victim to be flung onto the opposite lanes of the three-lane dual carriageway.
"The motorcycle rider has been admitted to the semi-critical ward at the Kuala Lumpur Hospital," he told Bernama.
Mr Rae was the first of three people to die in separate incidents on Kuala Lumpur roads in less than five hours on Tuesday night local time, Malaysian media reported.
Another fatal crash occurred just 2km from the road where Mr Rae died at about the same time, and at about 2am local time a motorcyclist died after a collision with a truck, reports said.
