The Croatian is sure victory at La Rosaleda is within Real Madrid's capacity, and revealed that he is delighted with life at the Santiago Bernabeu
The capital club have struggled for form of late, stumbling to a draw at home to Espanyol last week, but the Croatian is confident that they can triumph in Andalusia if they are at their best.
"If we play like we know we can, I am sure that we can get all three points in Malaga," he was quoted as saying on his team's official website.
"It will be a difficult match and it will be very interesting to watch it from the outside. It all depends on us and I am convinced that we will succeed.
"Malaga are a great team, but we always go into matches with the objective to win and this will not be any different. Again, it all depends on us. I am sure we can win."
The Croatia international went on to speak of his delight at being at Real Madrid after his summer switch from Tottenham, and insisted that his team remain united in their goals.
"To play with Real Madrid is something so great. They are a huge club, one of the best if not the best in the world. It is a great sensation to play here and I am enjoying every moment," he continued.
"Everything about the club is significant and there is a great atmosphere. I am enjoying it much playing for Real Madrid. And we are united. We always have been united and we will be so until the end."
Finally, Modric revealed that his idol as a child was his compatriot Zvonimir Boban, who represented AC Milan between 1991 and 2002.
"Without doubt, Boban has always been my idol, my reference. He is Croatian and was our captain and played for Milan. He is one of the best players in the history of Croatian football and he was my idol when I started to play football."