The scriptures are silent concerning the specific identity of the messenger of whom Malachi spoke. It is possible that Malachi was speaking collectively of the many messengers whom the Lord would send to prepare the earth for his second coming.
These heavenly messengers would include Moses, Elias, Elijah (see D&C 110:11-16), John the Baptist, Peter James, John (Joseph Smith History 1:68-74), Michael, Gabriel, Raphael (D&C 128:21), and perhaps many others.
In addition to heavenly messengers, Malachi may have been referring to moral ministrants who would also be commissioned to lay the foundation of the Church and prepare the way for the Second Coming. Chief among these latter-day mortal messengers would be the Prophet Joseph Smith (D&C 1:17-30; see also Joseph Fielding Smith, Doctrines of Salvation 3:10-12).