The Brazil international has not played since October after sustaining a leg injury against Getafe, but is working towards returning in time for his side's pre-season preparations
The Brazilian was injured in the club's 3-2 win over Getafe in October and was initially thought to be sidelined for a few weeks, having scored once in four league games before suffering the setback.
The leg injury, however, eventually kept him out for the rest of the campaign, but Baptista, who joined the Malaga in January 2011 from Roma, took to Twitter to re-assure Los Boquerones fans about his imminent return.
"I wanted to tell everyone that I've still not recovered [fully], as I have had a serious injury that has [affected] part of my soleus tendon," he wrote.
"I have not managed to recover on time to play, but I started the treatment and I hope to be ready by the end of this month."
Manuel Pellegrini's side qualified for the Champions League play-offs after finishing fourth in La Liga.