"Malta boasts over 1300 climbing routes to choose from, and good weather throughout most of the year, the Maltese Islands are becoming a climber's paradise."
Source - Visit Malta
Guides and lessons for rock climbing in Malta can be found widely, notably by MC Adventure.
"Malta has over 1500 rock climbs distributed in 30 different locations around Malta, Gozo and Comino. Of these climbs 500 are sport climbs. These are scattered around the island's crags and their grades vary from easy to extreme (8c+).
Our guides are experienced in finding the right climb for you, whatever your fitness and level of technical climbing skills. They provide all the gear you need and mentoring where you need it. Transport can be arranged on request to and from the crag."
Rock Climbing is available to book here on this operator which has good feedback
Deep Water Soloing (DWS) can also be done;
"DWS can be practised from the land or from the sea. We can either take you on a scramble to the best DWS cliffs via one of the many valleys that lead down to the sea, or we can arrange for a boat to take you to the less accessible sea walls. For relative beginners, Sea Level Traversing or SLT is a milder version of DWS and allows you to traverse and learn to move over the sharp and craggy rock by the water’s edge while staying within 2-3m of the sea, so that falls are never too scary.
Climbing around on the sea edge rocks does not require as much equipment as sport or traditional climbing. Clothed ideally with swimmers, climbing shoes & sun screen you can comfortably access and climb most routes and when you get stuck or are ready to fall, throw yourself off into the clear water beneath you for a wet landing.
With this guide, all equipment is included but you have the option to take your own.
If you wanted to rent equipment such as a crashpad, this can also be done
The above image shows climbing areas in Malta and this link gives information on each one, including the crag, total number of routes and the types of climbing options available.
MC Adventure appears to be the main guide for Rock Climbing in Malta, and can be found highly rated on Trip Advisor (all reviews rated the guide as excellent)
Another guide, GoZo Climbing, provides similar climbing opportunities
Rock climbing on the Maltese Islands is possible throughout the whole year; however the main season is during the mild winter months - October to May.
Whilst European climbers are forced indoors by cold and wet winters to continue their beloved sport, Maltese climbers are starting to climbing outdoors after a hot summer of ‘Deep Water Soloing’.
Source - GoZo Climbing
For general information on climbing in Malta, check out Information on climbing in Malta