With an eye on AC Milan's Champions League visit on Tuesday, Barca left World Player of the Year Messi and five Spanish internationals out of the starting line-up at the Nou Camp.
Chile forward Alexis Sanchez put them in front in the 38th minute when Depor goalkeeper Daniel Aranzubia could only palm his powerful downward header into the roof of the net.
Spain's record scorer David Villa, still not back to his best after breaking his leg at the end of 2011, had earlier squandered a golden chance and made way for Messi with about half an hour left.
It was Messi's 40th goal of the la Liga campaign, his 51st in 41 appearances in all competitions and the 17th straight league match in which he has scored, which Barca said was a world record.
"We played with a lot of intensity and had a lot of presence in their penalty area but they are two completely different competitions," he told a news conference.
"The players seem in good shape and we will do everything humanly possible to get past Milan," he added.
Barca went into the game following three defeats in their last four outings including a 2-0 loss in their Champions League last 16, first leg tie at Milan last month and bitter reverses to arch-rivals Real Madrid in the King's Cup and La Liga.
Coach Manuel Pellegrini initially left playmaker Isco on the bench and did not use Joaquin for the game at Valladolid's rain-lashed Jose Zorrilla stadium.
The draw leaves Malaga on 44 points in the fourth qualification spot for next season's Champions League.
