The inspirational midfielder's goal early in the second half provided the necessary margin for Porto to take a one-goal lead heading into the return leg in Spain.
In what was a largely stale first half, Manuel Pellegrini's selection of two immobile strikers in Julio Baptista and Roque Santa Cruz saw his side pose very little threat as the hosts dominated possession. It was not until the second half that Vitor Pereira's men made their superiority on the night count, as Joao Moutinho slotted home a tidy finish to win it, and Porto avoided conceding the away goal to take the edge heading into the second leg.
The Dragoes started brightly, as Marat Izmailov shifted the ball onto his right foot in the third minute but was unable pick out the bottom corner of Willy Caballero's goal.
Things did not continue quite at the same pace, but the hosts still looked like the more threatening side in a cagey affair, particularly from set pieces. In the 20th minute Silvestre Valera flicked on a corner from the near post, which narrowly evaded Fernando for what would have been a simple finish.
Malaga found it difficult to create anything in the opposition's half, with Isco not seeing enough of the ball to weave his magic in the opening half hour.
Conversely, Jackson Martinez was a real handful down the other end. He displayed a real knack for running into space behind the defense, but Malaga worked well as a unit to ensure he was not allowed too much freedom.
The Andalusians only managed a single shot on goal in the first half and a similar pattern followed after the break. Again it was Izmailov who was the danger, but after eluding Antunes he failed to divert Valera's cross on target from close range.
Jeremy Toulalan then got in a vital block to deny Lucho Gonzalez, but it did not take much longer for the Dragoes to find the net.
Alex Sandro split the defense with a fantastic low pass from the left, and Moutinho, who waltzed into the area between the center backs, toed the offside line before guiding the ball through the legs of Caballero with a first-time finish after 56 minutes.
Pellegrini's late changes failed to bring his side to life, as Porto cruised to a comfortable win, which was just its 13th victory in 38 meetings with teams from its neigboring country. Malaga will welcome the Portuguese side to La Roselada on March 13 with the onus firmly on the Spanish side to seize the initiative.