[mothered]

It does depend on the nature of the malware but generally speaking, you can use the Windows platform.

Whether It be memory analysis by performing a memory acquisition (dump) and analyzing the dump file for forensic artifacts, or using a behavioral approach by executing the malware (Infecting the VM) and analyzing It's effect(s) on the file system using various monitoring tools, Windows will suffice.

You can run simultaneous VMs- Windows & Linux to suit your needs.