The former Villarreal coach has lamented the expectation that his side should reach for Europe's premier club competition each season
Los Boquerones qualified for Europe's top club competition last season for the first time in their history, but the Chilean coach believes that his team should not need to repeat the feat every campaign.
"The Champions League is not an obligation for us," he told Marca. "Just because we secured a place in European competition for the first time in the club's history, it does not mean we have to qualify every year.
"To think that would be a mistake. For the players, it is true that playing in this competition is exciting, but I must convince them that the league is more difficult."
The former Real Madrid boss then went on to discuss the plans for the club going forward, saying that they would like to establish themselves as force both in Spain, and on the continent.
"There is a plan that in five years time, Malaga will be a major club in Europe and in the Spanish league. Our growth has been quicker than expected.
"Last year we beat the likes of Sevilla, Atletico Madrid and Athletic Bilbao to Champions League football. A club like ours has to keep progressing in every way."
The 58-year-old then went on to comment on the speculation surrounding new arrivals, and the possible departure of striker Salomon Rondon.
"We are in no rush to hire new players. We have the whole month of July to complete the squad, and then another three weeks before the season starts. We will try to incorporate players that complement the squad we already have.
"[Rondon] is an important player, but he has offers from England and Germany. He is very young, and we hope he stays because he has enough time to prove himself at Malaga."
The Andalusian side finished the 2011-12 season in fourth place, two points ahead of Atletico Madrid.