Yes, Belgian Malinois get separation anxiety. This breed was bred to spend long days working alongside farmers to control livestock.
Belgian Malinois are naturally sociable, so they are not well-adapted to being left alone for long periods without the companionship of their human family.
A Belgian Malinois will not be able to handle being left alone for more than 2-4 hours each day. This breed will become destructive, chew and dig to relieve its frustration because of its isolation and inactivity after four hours.
If you work full-time outside the home, or travel regularly, a Belgian Malinois is not the best breed for you.