The only man who has played every minute of Anderlecht's entire Champions League campaign thus far, and it's easy to see why. Proto made a string of fine saves, most notably at point-blank range from Saviola, before finally being beaten by an unstoppable volley from Eliseu. Could do little about the two goals that followed either.
Was also left chasing shadows at regular intervals and his frustration eventually spilled over, the defender cautioned for hacking down Isco.
Lucky to escape an early booking for a mistimed challenge on Eliseu and struggled with the movement of the Malaga players but was determined and dogged in everything he did.
Always looking to lift his colleagues and rouse the crowd, the left back put in a couple of wonderful crosses into the corridor of uncertainty. Did not neglect his defensive duties, though, and was on hand to clear Saviola's weak - but goal-bound - header.
Was lively enough early on, exhibiting his undoubted ability to beat a player with a nice turn of pace and some neat footwork. However, his delivery repeatedly let him down and he was hauled ashore during the break.
Tried his luck with a 25-yard curler during the second half, but it was always going over and, though he kept plugging away, that was pretty much the sum total of his contribution to the Anderlecht cause from an attacking perspective.
A disappointing display from the defensive midfielder, who impressed at San Siro last time out. He put in a serious shift but looked overwhelmed in midfield at times and his mounting desperation manifested itself in a poorly timed challenge on Monreal that gifted Malaga a penalty.
Anderlecht's best player in Milan, made a couple of crowd-rousingly committed challenges early on, most notably on Isco, but he then picked up a booking and that curbed his aggression, to the detriment of his side's hopes of containing Malaga's attack.
Broke up play as well as he could and constantly tried to drive his side forward. However, it was clear that the Argentine was fighting a losing battle right from the off. To his credit, though, he never stopped running.
Really impressed on matchday 1 but he barely got a sniff of a goal here. That wasn't entirely his fault but when the ball did come his way, if he wasn't firing wide from offside positions, he was getting in the way of teammates.
Looked somewhat menacing down the left-hand side whenever he got the ball during the first half, and did not shirk his defensive responsibilities. However, he drifted badly out of the game and was replaced just before the hour mark.
In truth, didn't have too much to do, so dominant were his teammates in possession of the ball. However, he dealt competently and confidently with everything that did come his way.
Had an early sighter with a well-struck shot from distance that flew just wide but then opened the scoring with a thunderbolt from 25 yards out. If his first goal was all about power, his second was all about finesse, the Portuguese lobbing Proto with a sumptuous first-time finish. Aside from his goals, he was a constant thorn in Anderlecht's sides down the right flank.
Was not given very much to do defensively and took advantage of that fact to support those in front of him in attack. Indeed, it was Monreal that earned the penalty from which Malaga made it 2-0, the full back felled after turning sharply inside Kouyate.
Like his defensive colleagues, never looked unduly ruffled, though he didn't really offer the same attacking threat as Monreal on the opposite flank. Was also booked for a pretty nasty challenge on Yakovenko.
A really assured display at the back from the skipper, who really did lead by example, as evidenced by the way in which he put his body on the line to block a shot late on - even though victory had already been secured.
Just as commanding as the man he played alongside in defense, Demichelis even went on some rampaging runs forward during the first half. Also went close to scoring from a corner.
Had a fine game at the base of the Malaga midfield alongside Iturra, winning the ball with great regularity and then using it to great effect. Will not get the headlines but played a key role in allowing others around him to shine.
The former Spain international really does look back to his very best these days. This was another brilliant performance from the winger, who had it not been for some poor finishing, could have had a hat trick. Still, he dispatched his penalty with aplomb and also linked wonderfully with Isco and Saviola.
Another stellar showing from one of the most exciting young talents in Spain (and that's saying something!). Was at the center of everything Malaga did in an attacking sense, setting up numerous chances for his colleagues, one of which was converted in fine style by Eliseu.
The focal point of the Malaga attack, but always keen to drift wide to pick up the ball, as well as create space for others through the middle. Repeatedly linked well with Joaquin, whom he put in on goal only to see the winger denied by Proto. Had a chance to score from the rebound but didn't connect with the header. He was then denied by a terrific save by Proto but while he faded in the second half, he can be proud of his industry.
Took over from Jovanovic in the Anderlecht attack but failed to make any kind of impression in the 30 minutes he was on the field.
Came on in place of Bruno and wasted little time in making his presence felt, testing Caballero with a decent strike from the edge of the area. However, despite his best efforts, he couldn't turn the tide in the home side's favor.