There are some expositors who say that the "father" refers to Abraham since both Israel and Judah are mentioned in the verse that follows. However, I think that the next question makes it clear that Malachi is speaking about God as the Father: "Hath not one God created us?"
He also makes it clear in what way God is the Father. He is the Father by creation. But man lost that relationship. Adam was called the son of God, but after the Fall, he begat a son in his own likeness — not in the likeness of God, but in the likeness of his own fallen nature. Therefore, when the nation Israel comes into view, we do not find God speaking specifically of any individual Israelite as His son. Rather, He speaks of the corporate body of the nation as a son. Never in the Old Testament does God refer to an individual as His son. Even of two men who were outstanding, Moses and David, it was "Moses my servant" and "David my servant." Never does God say, "Moses my son" or "David my son." Individuals become sons of God through faith in Jesus Christ. God is the Father of mankind in the sense that He is the Creator.
This is something that has been greatly emphasized in our contemporary society, and I think properly so. On a telecast I heard a man, who was definitely an unsaved man, play up the fact that we are all human beings and that we ought to show respect and consideration for one another. Well, that is true. As far as he went, he was entirely accurate. You are a human being and I am a human being, and I should accord to you the same rights and privileges and respect that I would like to have for myself. "Have we not all one father? hath not one God created us?" We all are the creation of God.
"Why do we deal treacherously every man against his brother, by profaning the covenant of our fathers?" Now here they were, a chosen people, yet breaking God's covenant and dealing treacherously one with the other. They were not right with God, and so they were not right with each other.
This is certainly true of man in our day. I personally have to say that there are a great many unsaved people that I wouldn't trust. And, unfortunately, having been in the church most of my life, I have to say that there are a lot in the church whom I would not trust either. I have no confidence in them at all. Why? They deal treacherously. There is nothing that hurts the cause of Christ more than a church fight, conflicts in the church, and leaders who are at each other's throats. Regardless of how evangelistic a church may be, its witness is nil when those conditions exist.
—From Edited Messages on Malachi by J. Vernon McGee, ©1994.