You can't really have a Palazz (palace) without its fair share of creepy stories! Construction started less than ten years after the Great Siege, and it's served a grand deal of purposes over the years, most recently being the Office of the President of Malta.
The site of the palace was originally occupied by several other buildings, including knight's houses. It's not really known which of these former residences have the most significant supernatural influence on the whole building, but it sure is a big old cocktail mix of ghost stories.
The most famous one comes from an English lady who stayed at the palace when it was the residence of the British Governor, who said she used to hear the sounds of cats and dogs fighting in one of the rooms, but always used to find absolutely nothing and no one once entering the room.
Other sightings have also mentioned a large vanishing cat jumping through windows, and the presence of ghosts has been frequently reported by people who have slept at the palace. The fact that the building also houses the Palace Armoury is definitely a creepy bonus. While the palace won't be open for guests during the wee hours of the night, we'd recommend checking out its perimeter from the back, where the stables used to be, and where there reportedly was a number of small doors to the palace that have now been all walled up.