Which one of the several dozen species Malawi cichlids are we talking about, and which of the 2500 or so species of catfish is it you've got?
Malawi cichlids tend to be pretty "agressive", and some of the catfish are too, but others are gentle giants.
It sounds like the fish that died had some sort of digestive trait problem, perhaps congestion-based. Are your malawi's eating enough greens, or do you give them high-protein food?
[Of course, I'm not an expert at Malawi cichlids, and there are hundreds of other reasons, including droopsy, that could be the cause of death of your fish.]