Having lost their last two games to Croatia and Brazil, the home side were behind within half an hour in Cheonan.
West Ham striker Modibo Maiga headed home a Mana Dembele delivery after 28 minutes to put the visitors ahead.
However, 10 minutes later, the home side restored parity, with Koo Ja-Cheol equalising from the spot.
Just a minute after the break, Bayer Leverkusen's Son Heung-Min edged his side ahead with a rising long-range effort, which left Abdoulaye Samake with no chance in the Mali goal.
Kim Bo-Kyung made certain of the points three minutes short of the hour mark - linking well with Lee Chung-Yong before finishing comfortably.
The win is only Hong Myung-Bo's second in charge of South Korea, having been appointed as head coach in June.
Mali, who missed out on qualification for the FIFA World Cup after finishing second in Group H of African qualifying, have won one of their last six games in all competitions.
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