Sergi Darder scored the only goal of the game as Malaga secured a 1-0 victory to prevent Deportivo La Coruna from climbing out of the relegation zone.
It should have been a good start to the evening for the hosts thanks to a mistake from Malaga goalkeeper Carlos Kameni, who rushed off his line to bring down Helder Postiga in the box.
Ivan Cavaleiro stepped up to take the penalty, but Kameni atoned for his error by guessing correctly to make the save.
Kameni was called into action once again as Deportivo's confident start continued with Postiga testing the Cameroon international with a close-range poke.
Darder's moment of magic arrived in the 21st minute as he collected a poor clearance from Fabricio, before picking out the bottom corner with a powerful strike from over 30 yards out.
Malaga quickly grew in confidence after breaking the deadlock, but their progress was halted by the hosts before the break.
Cavaleiro's disappointing night continued early in the second half when he struck the post after connecting with Postiga's inviting free kick.
Duda had the chance to put the result beyond doubt with 20 minutes remaining, but he could only curl wide while in plenty of space on the edge of the box.
An inevitable spell of pressure did arrive from the hosts, with Malaga being forced to drop deeper to protect their lead on the way to collecting a win which takes them to sixth in the table.