Manuel Pellegrini is able to include the Brazilian forward in a squad for the first time in 16 months since sustaining an injury scoring a spectacular winning goal in October 2011
Baptista injured himself scoring a spectacular overhead winner against Getafe in October 2011 and has suffered a series of setbacks since then.
The Brazilian could be in contention for a start against the Aragonese outfit, regardless, Pellegrini will not be taking their opponents lightly.
"It is going to be a difficult game for us against Zaragoza, they are going to make it awkward for us," Pellegrini told a press conference.
"They always go for every last ball, because [Manolo] Jimenez gives his side a lot of character.
"I am pleased to have Julio back. He is going to be an important addition for us."
Deadline day signings Vitorino Antunes and Pedro Morales are not included yet, and the Costa del Sol side are without Nacho Monreal and Diego Buonanotte, who moved to Arsenal and Granada, respectively.
This will be the first time Malaga play a midday kick-off this year, and Pellegrini recognised the difficulty; "It will be difficult for us to adapt to that kick-off time, it doesn't happen to us often but we will have to grin and bear it."