The keeper made a handful of quality saves to keep Malaga in the ascendancy at half time, including an excellent low stop from Kerzhakov.
Two needless fouls in the first half earned the Argentine a yellow card and forced him to be on his guard for the whole match. Slack marking almost cost his team dearly.
Seemed to lack understanding alongside Demichelis, which harmed Malaga's collective defensive effort. Still made a couple of decisive tackles to shackle the likes of Hulk.
Did brilliantly to set up Saviola for the second goal, driving the ball across the goalmouth after finding space. Occasionally caught out of position as Zenit streamed forward.
Solid down the left throughout the encounter, also effective overlapping when the Boquerones launched on the counter.
Excellent in his work-rate and approach play, although on occasion was guilty of taking on too much with team-mates waiting. Should have netted the third at the start of the second half.
Some question marks remained over his positioning when Zenit's swift attacking put Malaga on the back foot, but the midfielder otherwise put in an assured performance.
A real livewire for Malaga, who gave Zenit a torrid evening from both flanks as well as down the middle. Two inspired passages of play deserved to end with goals.
The young academy graduate was a decent foil for the more explosive talents of Joaquin and Eliseu, holding the ball up well and distributing intelligently to the flanks.
A wonderful run and finish after just three minutes from the youngster put his team into the lead, the start of what was an impressive display for the Spain U-21 star.
Showed all the striking instinct that took him to Barcelona and Madrid with an astutely-converted goal. But will be annoyed that he could not end up with a second after squandering Joaquin's cross.
Badly exposed by his defence for both Malaga goals, but did excellently to deny a third when he frustrated Eleseu in the second half.
Tried in vain to anchor a Zenit defence that at times looked painfully stretched, but failed to pick up Saviola as the Argentine made it 2-0.
Did not enjoy himself at all against a marauding Malaga attack in the first 45 minutes, and was withdrawn before the half ended.
The right back was given a nightmare evening, after being turned by Isco on his way to the opener and generally tortured by Malaga's trickery in attack.
Really had to hit the target after being gifted one of Zenit's best chances of the encounter, but headed wide after losing his marker. Suffered along with the rest of the defence when Malaga attacked with pace and numbers.
The midfielder could only steer a free header into Caballero's arms to let slip a golden opportunity, but never stopped trying in spite of the deficiencies in his team.
Failed to make an impact on proceedings, too often lost out wide and a virtual spectator for a large part of the match.
Unable to cope with the verve and commitment shown by Malaga as they streamed forward, as the Zenit midfield was stretched across the field.
Dragged off with 15 minutes remaining as coach Luciano Spalletti desperately sought to change the course of the match.
One of the better men in a Zenit shirt, rattled the bar early in the game and tirelessly worked for his team-mates who, unfortunately, were far from the Brazilian's level.
An intelligent turn and shot in the first half went close to halving the deficit, but the striker could not sustain his performance and too often went missing.
Given just one minute at the death with the game already lost.
Denied by the flailing arms of Caballero after bundling his way through on goal, the midfielder could not inspire his team after entering for Lukovic.
Came on with 15 minutes left to try and add something in attack, but to no avail.