Philippe Montanier's side dominated this afternoon's Liga contest, as their opponents suffered a Champions League hangover following their exploits against Borussia Dortmund
La Real continued their superb recent form which has seen them lose just once in 20 matches, with that single defeat a 4-3 thriller against Real Madrid at the turn of the year.
The hosts raced into a three-goal lead in the first half, as Alberto De La Bella and Antoine Griezmann scored fine efforts shortly after Carlos Vela had opened the scoring from close range. Pedro Morales and Roque Santa Cruz were on the scoresheet for Malaga while Inigo Martinez notched Sociedad's fourth after the break.
Malaga made eight changes to the side that held Borussia Dortmund to a 0-0 draw at La Rosaleda on Wednesday, as only Antunes, Manuel Iturra and captain Wellington remained in the starting XI.
Pellegrini's decision to rest so many players ahead of the second leg of their Champions League quarter-final on Tuesday unsurprisingly impacted on their performance at La Anoeta.
Their pre-match preparations were also disrupted by a nightmarish flight to San Sebastian yesterday that saw their plane be redirected after being struck by lightning.
Sociedad bossed the opening exchanges and went ahead in the 20th minute through Vela. The former Arsenal striker reacted quickest from a corner to prod the ball past Carlos Kameni after Griezmann had crashed an effort against the crossbar for Sociedad just minutes before.
Five minutes later De La Bella increased their lead to two when he pinged a fantastic shot into the bottom right corner from 25 yards after Malaga had taken an age to clear a cross from the right-hand side.
And things then went from bad to worse for the visitors on 29 minutes when a glorious pass from Agirretxe set Griezmann free on the left and he drove into the box before slotting a calm finish past Kameni to make it 3-0.
The Andalusians pulled a goal back just before the break to make it 3-1. Morales hit an ambitious volley from 20 yards that bounced in front of Claudio Bravo and deflected off his arm and into the net.
But Martinez restored the home side's three-goal lead in the 53rd minute when he got ahead of Sergio Sanchez at a corner to plant a header in the bottom corner of Kameni's goal.
An injury to Vela in the 64th minute dampened Sociedad's spirits somewhat, as the Mexico international was forced off after appearing to pull a muscle in his leg while striking the post with a left footed shot.
Minutes later Malaga pulled another goal back this time through Santa Cruz. The Paraguayan rose highest to head past Bravo at the back post and make it 4-2 after being picked out by a cross from the left, but it was not enough.
Sociedad take a hold on fourth spot following the win, and have now completed the double over Malaga this season.