Real Madrid lead Malaga 1-0 at half time in La Liga thanks to a strike from centre-back Sergio Ramos.
Madrid were hit with an early blow as Gareth Bale was forced off in just the fourth minute with a suspected calf injury, before Nordin Amrabat tested Iker Casillas from long range.
Bale's replacement, Javier Hernandez, almost opened the scoring when he diverted a cross towards goal, but Carlos Kameni pulled off a reaction save.
However, he could not prevent Ramos from giving the home side the lead when he turned a driven Cristiano Ronaldo free kick into the back of the net.
Malaga had their backs against the wall as James Rodriguez forced a fine low save from Kameni, before Ramos and Rodriguez had goals disallowed for offside.
The visitors had a golden chance to equalise as the ball fell to Sergi Darder in the box, but he blazed it way over the bar as Real held onto their half-time lead.