A Maltese puppy's urge to chew usually starts around teething time. Simply put, it feels good to chew. Like many other behaviors, most owners do not mind if their Maltese chews appropriate chew toys such as bones, rawhide, hard rubber and alike. It is inappropriate chewing, the rug, the furniture, your shoes, that is usually not appreciated. Dogs may chew when the are isolated and bored. They may also chew when they are anxious and under stress. If this chewing relieves the bordome or the stress, it will most likely be repeated again and again because it is self-reinforcing. Now you have a bad habit that is sometimes hard to break.
The best way to prevent inappropriate chewing is to exercise your Maltese, supervise him when he is out and about and confine him to a kennel or crate when you are not watching him. Puppy-proofing your house is also advised. Your Maltese needs a variety of chew toys. You should have 16 to 20 toys. Half are out one week and the other half are put away. Rotate the group each week. In this way, your dog will not become bored and find new toys that are yours. I provide a toy box for my Maltese. They take toys out when they want to chew. I don't expect them to put them back though.
If you catch your puppy chewing an inappropriate object say, "No!... Chew Toy." and redirect him to an appropriate toy. This "instructive reprimand" will help to shape your puppy's behavior to your liking. Remember, a puppy is a puppy for the first 12 to 18 months of life. When not supervised, puppy is in the crate with a few toys. In this way, your belongings will stay intact and puppy will not be allowed to develop bad habits. With maturity and proper reinforcement training from you, soon your dog will have freedom around your home if you so desire.