The Portuguese giants won 1-0 at the Estadio do Dragao, with a goal from star midfielder Joao Moutinho securing the slim home win over the Group C table-toppers.
The defender told Uefa.com: "The victory is the most important thing - never mind the exact score.
"It was important to get something, to win the game at home, to not concede any goals and to go into the next game even more confidently.
"It was very difficult, but we prepared for that. It's going to be even more difficult there, because they're going to attack more, but we'll work hard to be ready for it. It's not just me [playing well] - the whole team has a good understanding and we'll keep it going to win more and more games."
Brazilian compatriot Danilo agreed the home triumph was essential and rued missed opportunities from the Group A runners-up in the attacking department.
“We don't have any doubts about what we're capable of," he said. "It was a great match which allowed us to get the victory and take an advantage into the second leg, which is a really important game.
"Now we have to rest, and get our heads right because nothing is decided yet, but we've taken a big step tonight [Tuesday].
"I think we deserved to get a few more goals. They defended well, but the most important thing was to win and now we're thinking about the game there. We have to be prepared to defend well, and we have special players who can change the game."
Porto forward Jackson Martinez shared his defensive team-mates’ wary stance, but highlighted the attacking intent of Malaga away from home as especially impressive.
"We wanted to put in a great performance, and I think we managed to, both defensively and in attack," the highly-rated attacker said after the 1-0 win. "We knew we were facing a strong team, who wanted to attack and try to score the equaliser.
"Malaga played good football, and they didn't come here to sit back and get a draw. They wanted to attack, but we were very strong in defence.
"And we are happy with Joao [Moutinho]'s goal. It will be very different [in Spain], and it will decide which team gets through and gets the opportunity to enjoy the next round."