Carlo Ancelotti's men can steal a march on their title rivals, Atletico and Barcelona, by triumphing at La Rosaleda but their hosts are undefeated in their last three games
The Andalusian club ran out 3-2 winners when the sides met at La Rosaleda in December 2012 - Malaga's first triumph over the Blancos since being promoted back to the top flight in 1999.
Madrid dished out a 6-2 hammering in the return fixture, when Malaga finished with nine men, and also claimed a 2-0 win in this season's meeting at the Santiago Bernabeu.
But Malaga, who have risen to 13th after a three-match unbeaten run, will be hoping for more home comforts this weekend.
The task faced by Bernd Schuster's side is undoubtedly a tough one: Carlo Ancelotti's charges sit three points clear at the summit, having scored 15 goals in the last five league games.
While title rivals Atletico Madrid and Barcelona have both fallen to defeats in recent weeks, the Blancos have continued their relentless push for a 33rd league title and look well placed with 11 games remaining.
The front three of Cristiano Ronaldo, Karim Benzema and Gareth Bale have been impressive in the last five games, contributing eight goals, and Ancelotti will once again look to them to get the job done.
Malaga, contrastingly, remain embroiled in a relegation scrap, with just a three-point buffer over the bottom three.
Under Manuel Pellegrini they reached the quarter-finals of the Champions League last season, but the loss of key players and a lack of investment has seen them battling in the bottom half of the table this term.
Monday's 2-0 victory at Osasuna was only Malaga's second of 2014 and goals have been hard to come by, too - just seven have been scored in their last 10 matches.
Sergio Ramos will miss the trip as he serves a one-match suspension following his booking against Levante, so Pepe is expected to partner Raphael Varane at the heart of the defence, while knee injuries continue to keep Alvaro Arbeloa and Sami Khedira out.
The hosts also have suspensions to contend with as Jesus Gamez and Sergi Darder are currently banned, and the absences of Eliseu (virus), Mounir El Hamdaoui (knee) and Weligton (muscular) only add to Schuster's problems.