The teams began the season amid much scepticism but appear to be over the worst part of the rebuilding process.
Malaga, five points clear of Milan at the top of Group C, have been hugely impressive in their first Champions League campaign and arrive at the San Siro with a maximum of nine points and no goals conceded.
It is all a far cry from the uncertainty of the close season when media reported that Qatari owner Sheikh Abdullah Bin Nassar Al Thani was looking to sell up, some of the team's best players moved on and those left behind were not paid on time.
Al Thani eventually let it be known he was not seeking an exit and the club announced it was going through a process of "internal restructuring" to make it more financially viable.
"We hope that was just one game," coach Manuel Pelligrini told the club website. "They are three home points which are more important than the ones we are going to play for on Tuesday.
"Every year you lose a game like that."
A turning point may have been last week's match at Palermo where they found themselves 2-0 down after an abject first-half performance but hit back to draw 2-2.
Twenty-year-old Stephan El Shaaraway, given a chance to lead the attack following injuries to Brazilians Alexandre Pato and Robinho, has been a revelation and is Serie A's leading scorer with eight goals.
Coach Massimiliano Allegri, whose head was on the block just two weeks ago, said after Saturday's 5-1 win over Chievo that his team had been doing the right things for some time but were unable to convert their excellence into victories.
"We deserved the win but we are now on the right track to go on and have a good season," he said.
"After a 5-1 it is easy to say it was Milan's best performance but the players have always given their all and I have been pleased with their approach."
