The Qatar-owned club, making their Champions League debut, are still fuming after Bundesliga side Borussia Dortmund struck twice in added time to seal a 3-2 victory and their passage to the last four.
Several Dortmund players were in offside positions in the buildup to the winning goal and Malaga have said they will lodge a formal complaint with governing body UEFA about the performance of the match officials.
Coach Manuel Pellegrini and his players must put that to one side for the visit of Osasuna as they seek to recapture fourth spot from Real Sociedad, who beat them 4-2 in San Sebastian last weekend and play at Rayo Vallecano on Sunday.
"Being within touching distance of winning the tie and then conceding that third goal they must be hurting," Osasuna goalkeeper Andres Fernandez told a news conference on Wednesday.
"But we need to ignore all that and be focused and switched on so that we can get a vital three points," he added.
With eight games remaining, Malaga are sixth on 47 points, two behind Valencia, who play at resurgent Espanyol on Saturday, and four adrift of Sociedad.
Real Betis also have 47 points in seventh and play city rivals Sevilla on Friday, while Osasuna are five points above the relegation places in 15th.
Even if Malaga qualify for the Champions League or the Europa League, they may not be able to take up their place after earning a UEFA ban from continental competition due to delays in payments to creditors.
The Costa del Sol club are appealing the sanction at the Court of Arbitration for Sport (CAS) with a decision expected in coming weeks.
WEAKENED TEAMS
While the fight for lucrative European places hots up, Barcelona are closing in on a fourth title in five years and can take a step closer to dethroning champions Real Madrid with a win at Real Zaragoza on Sunday.
Barca are 13 points clear of their arch rivals at the top, with Atletico Madrid a further three points back in third.
Coach Tito Vilanova is likely to field a considerably weakened team at Zaragoza to keep key performers fresh and avoid any more injuries ahead of the Champions League semi-final, first legs in two weeks time.
Lionel Messi may be rested after coming off the bench to help Barca past Paris Saint-Germain on Wednesday.
The Argentine World Player of the Year returned from a hamstring strain to play the final half an hour at the Nou Camp but was clearly not fully fit.
Vilanova's Real counterpart Jose Mourinho is also likely to rest players for the Madrid club's game at Athletic Bilbao on Sunday after they also made it into the Champions League semi-finals.
Real have given up on the domestic league title but still have a chance of winning two trophies as they are through to the King's Cup final to face Atletico.
