用大模型+检索增强实现未知恶意流量的自动识别，无需针对数据集调参。

Fine-grained identification of IDS-flagged suspicious traffic is crucial in cybersecurity. In practice, cyber threats evolve continuously, making the discovery of novel malicious traffic a critical necessity as well as the identification of known classes. Recent studies have advanced this goal with deep models, but they often rely on task-specific architectures that limit transferability and require per-dataset tuning. In this paper we introduce MalRAG, the first LLM driven retrieval-augmented framework for open-set malicious traffic identification. MalRAG freezes the LLM and operates via comprehensive traffic knowledge construction, adaptive retrieval, and prompt engineering. Concretely, we construct a multi-view traffic database by mining prior malicious traffic from content, structural, and temporal perspectives. Furthermore, we introduce a Coverage-Enhanced Retrieval Algorithm that queries across these views to assemble the most probable candidates, thereby improving the inclusion of correct evidence. We then employ Traffic-Aware Adaptive Pruning to select a variable subset of these candidates based on traffic-aware similarity scores, suppressing incorrect matches and yielding reliable retrieved evidence. Moreover, we develop a suite of guidance prompts where task instruction, evidence referencing, and decision guidance are integrated with the retrieved evidence to improve LLM performance. Across diverse real-world datasets and settings, MalRAG delivers state-of-the-art results in both fine-grained identification of known classes and novel malicious traffic discovery. Ablation and deep-dive analyses further show that MalRAG effective leverages LLM capabilities yet achieves open-set malicious traffic identification without relying on a specific LLM.