Here is something straight from Wikipedia...
During the first season, the writers decided to keep the family's last name a mystery. However, a last name had already been revealed on the show. In the pilot episode, as Francis speaks to his mother on the phone, his name tag says 'Wilkerson'. There was also a joke in the original pilot script that was cut -- Malcolm, walking to school, is confronted by a kid who says "Malcolm, Malcolm, Malcolm. I was talking to my parents last night - I was listening to them talk, and what's your last name?" "Wilkerson, why?" Malcolm replied. "Oh. Who are the Pariahs?" said the kid.
Francis had his picture in his military school yearbook under the name "Pete Zahut". Reese was able to join the Army with the presumably fake last name of Jetson.
In the series finale (Graduation), Francis' employee badge falls out of his pocket and the camera close-up reveals 'Nolastname' in the place where his last name would go. In the same episode when Malcolm was introduced to give the graduation speech, the speaker announces Malcolm's name, but microphone feedback makes his surname inaudible.
Also, in the documentary about the series, A Stroke of Genius, a shot is shown of the front page of the pilot script, which shows the family surname as 'Wilkerson'.
In the episode set on Hal's company picnic day, a new employee addresses Hal as "Mr. Landon", confusing Hal with Hal's boss, while Hal tries to avoid the new employee.
During episodes on BBC2 on Thursday night shows at 12-1 AM in 2008 the broadcasters state the family's name as either Walkerson or Wilkerson