The Portuguese forward's uncharacteristic barren patch ended when he netted Real's fourth in the 51st minute at the Bernabeu after goals from Karim Benzema, Angel Di Maria and Marcelo had put Jose Mourinho's side 3-0 ahead at the break.
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France striker Benzema added a fifth in the 62nd and Ronaldo blasted the ball home from the penalty spot in the 68th after defender Manolo Gaspar had been shown a second yellow card for handling in the area.
Ronaldo completed his treble with just over 10 minutes left before leaving the pitch to a rapturous ovation from the fans despite the fact Mourinho had already made three substitutions and Real had to play the rest of the match with 10 men.
The club said in a statement Ronaldo had a felt muscle tightness in his left leg and the player told reporters he may not be available for Sunday's match at Racing Santander.
"I did it when I scored the third goal but I am sure it's nothing special," Ronaldo said. "It's better not to take risks. I don't think I'll be available for Sunday's match."
Malaga were reduced to nine a few minutes earlier when Cala was carried off on a stretcher with what looked like a serious ankle injury and the visitors had also used all three subs.
HUMILIATING NIGHT
Ronaldo's hat-trick put him level on 27 goals at the top of the La Liga scoring chart with Argentina forward Lionel Messi, who fired Barcelona to a 1-0 win at Valencia on Wednesday.
Barca, whose victory set a La Liga record of 20 matches undefeated away from home, have 71 points from 26 matches, Real have 64 and third-placed Valencia have 51.
Real's biggest league win of the season made it a humiliating night for Malaga coach Manuel Pellegrini, who was returning to the Bernabeu for the first time since he was sacked and replaced by Mourinho at the end of last season.
Pellegrini told a news conference he had rested some players with an eye on Sunday's match at home to fellow strugglers Osasuna.
"With six injured players we couldn't expect a good result," the Chilean said. "We would have liked to have played a normal game here with a full squad. Nobody likes losing like this."
Mourinho angered Malaga fans and officials on Wednesday when he said if Real sacked him he would never coach the Andalusian club but instead would go to "a big club in England or Italy", remarks that were interpreted as a jibe at his predecessor.
Pellegrini shook hands with Mourinho before Thursday's match but said he had not spoken with him.
At a later news conference, Mourinho said he had nothing against the city of Malaga, the club or anyone who worked there but stopped short of apologising.
"The truth is I responded a
