Gracia disappointed with referee
Sergi Darder was sent off in the 27th minute for Malaga and Valencia quickly took advantage, Paco Alcacer giving them the lead.
Dani Parejo doubled Valencia's advantage before Juanmi had a goal ruled out for the unlucky visitors.
And their misery was compounded by Pablo Piatti's 56th-minute strike that sent Valencia to the top of the embryonic Liga table.
"The sending off changed the match," Gracia said.
"Before this moment we maintained good control of the rival and generated numerous goal opportunities.
"Analysing the match, I think we were unfairly treated – we scored a perfectly legal goal and the sending off was misplaced.
"We're now looking forward and I congratulate my players for tonight's game. We created a number of goal chances."
Valencia coach Nuno Espirito disagreed with Gracia's view, though, and felt his side deserved their victory.
"I think that we were the better team even before they had [Sergi Darder] sent off," Espirito said.
"The game was divided in that sense, but I thought we controlled things well. I want to congratulate my players, but we have to keep working to adapt to my methods.
"It'll take time but this is a good start."