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.
Their domestic form hardly seems to have suffered either as the squad are two points adrift of third-placed Real Madrid.
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.
They did however suffer a setback with a 2-1 home defeat by Rayo Vallecano on Saturday.
"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."
The process has been more painful for Milan who sold Zlatan Ibrahimovic and Thiago Silva among others in a bid to balance the books in the off-season and the Italians reached a low point when they lost 1-0 at Malaga two weeks ago.
Since then results have started to go right for the seven-times European champions and they have taken seven points from the last three games in Serie A.
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.
Spaniard Bojan Krkic has also shone in his last few outings and inspired their comeback at Palermo. His emergence has compensated for the loss in form of Kevin-Prince Boateng.
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."
Milan still have a lot of work to do in the group with only four points from three games but importantly they won 3-2 last month at Zenit St Petersburg who look to be their direct rivals for second place, assuming Malaga finish top.
Their home record against Spanish opposition is poor with no wins in the last five attempts at the San Sir
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