Direct and indirect aerosol effects are still one of the largest uncertainties related to the Earth energy budget, especially in a wild and remote region like South-East Asia, where ground-based measurements are still difficult and scarce, while endemic cloudy skies make difficult active and passive satellite observations. In this preliminary study, we analyzed and quantitatively assessed the differences between monsoon and inter-monsoon seasons, in terms of radiative effects at surface and columnar heating rate, of clear-sky biomass burning aerosols (no clouds) using ground-based lidar observations obtained with a 355 nm elastic lidar instrument, deployed since 2012 at the Physics Department of Universiti Sains Malaysia (USM). The model-based back-trajectory analysis put in evidence that, during the monsoon seasons (November–March and June–September), the air masses advected towards the observational site transit over active fire hotspot regions, in contrast with the inter-monsoon season. In between the monsoon seasons (April–May, October), the atmosphere over Penang is constituted by local background urban aerosols that originate from road traffic emissions, domestic cooking, and industrial plants emissions. The analysis was carried out using the vertically-resolved profiles of the seasonal averaged aerosol optical properties (monsoon vs. inter-monsoon seasons), e.g., the atmospheric extinction coefficient, to evaluate the seasonal surface aerosol radiative effect and column heating rate differences through the Fu–Liou–Gu (FLG) radiative transfer model. The results put in evidence that the biomass burning advection during the monsoon season (especially during the South West monsoon from June to September) lowers the noon daytime incoming solar shortwave solar radiation reaching the Earth surface with respect to the local background conditions by 91.5 W/m2 (114–69 W/m2). The aerosols also lead to an averaged heating in the first kilometer of the atmosphere of about 4.9 K/day (6.4–3.4 W/m2). The two combined effects, i.e., less absorbed energy by Earth surface and warming of the first kilometer of the boundary layer, increase the low-level stability during monsoon seasons, with a possible reduction in cloud formation and precipitation. The net effect is to exacerbate the haze episodes, as the pollutants rest trapped into the boundary layer. Besides these considerations, the lidar measurements are of great interest in this particular world region and might be used for cal/val of the future space missions, e. g., Earthcare.