It all depends on what daytime temperatures you're used to. When we flew out on 26th Feb it was 18C in Cyprus and not a breath of wind but 14C when we landed in Malta, damp and breezy. The weather got better as the week went on and we got 2 really nice days at the end - one without any wind at all. Very unusual.
We got a message on facebook on Saturday 10th March from some friends who were still in Malta to say they had a force 10 gale the night before. The weather is a bit hit and miss at this time of year but my parents (those in the shorts at the side of me in the photo) have been going every February for 12 years and this year was the worse weather they've experienced. But, it's been odd weather all over in Europe this last month.
We had SNOW in the tourist resorts in Cyprus (Paphos, Limassol, Larnaca at sea level) in the middle of the week that we were away - so we managed to escape that in Malta.
You just need to find a sheltered spot and it will feel quite pleasant. But make sure you have something warm if you go to Valletta. The streets are all long and narrow, with tall buildings on a grid type pattern and the wind will find you, wherever you are there!
Shell
Limassol, Cyprus