Baptista leaves Roma for Malaga
The 29-year-old has passed a medical and will be presented to the media on Tuesday, the Spanish club said on their website.
Baptista, who has also had spells with Real Madrid, Arsenal and Sevilla, has signed a three and a half year contract with Malaga.
Malaga, who were bought by a member of the Qatar royal family in June, did not give financial details but local media reported the club had paid Roma a fee of two million euros.
Baptista, a member of the Brazil squad at the 2010 World Cup in South Africa, will be an asset as 16th-placed Malaga bid to avoid relegation to the second division.