Abstract: This study aims to identify factors affecting the consumers purchase intention in the foreign exchange market among expatriates who live in Kuala Lumpur. This study is looking for measuring the level of purchase intention related to trust, context , content, internet usage and infrastructure of website in FOREX market. Self-administered questionnaires were administered to clients, IBs, and brokers in this market. The questionnaires were distributed to the FOREX traders in Kuala Lumpur - Malaysia. Results showed that the main factors affecting the consumer purchase intention are trust, content, context and infrastructure of FOREX website. The correlation test is used to determine the relationship between the trust, context of FX website, content of FX website, internet usage and infrastructure of the FX website with the consumer purchase intention. The result of this research can be useful for FOREX Brokers FOREX dealers, central banks and any financial institution to develop the quality of their services in order to gain more investors and the clients loyalty to this market.