Religious diversity in Malaysia can be a vital instrument in unifying its people. However, it can also become the main challenge to create peaceful co-existence because religious sentiment can easily be debated and difficult to handle. Therefore, it is very essential to manage religious issues wisely and with sanity as conflicts in religion contribute to instability in unity among people of different religions (Ainon Kuntum 2003). It is not easy to achieve unity among different ethnicities and religions in Malaysia because it does not only depend on macro factors such as political changes, economy, social and episodes in a history. It also involves micro factors that happen in daily interactions (Budi Anto Mohd Tamring 2008). In accordance to this, efforts towards achieving peaceful co-existence among the people are social responsibilities that have to be worked on collectively beyond ones religion’s beliefs. Unity among different religions and ethnicities depends on the attitudes of people towards the issues on inter-religious relations. This article discusses three approaches and the stands of the people with different religions in Sabah on a few issues related to interreligious relations, namely on its exclusivity, inclusively and plurality. Based on the approach, it is found that harmony in socialization, integration and cooperation among religions is shown significantly in the daily interaction among the Muslims and non-Muslims which has brought towards peaceful co-existence among the different religions in Sabah.