The Argentine striker highlighted the Rossoneri's resilience heading into Tuesday's European bout at San Siro, and is expecting a close encounter between the two outfits.
Manuel Pellegrini's men are currently undefeated in the European competition thus far, racking up nine points in three matches against their Group C rivals.
"[Milan] must get a result," the Argentine told Gazzetta dello Sport. "They are desperate and need the points. It will be an open game, a beautiful one with many opportunities."
The 30-year-old then stated he will not underestimate the Italian giant, adding: "Teams normally go through phases. We knew that it was a good time [to play Milan] because they arrived in Malaga in a moment of weakness.
"We're afraid that they could wake up, especially now in the return fixture on home soil."
Malaga will look to continue its invincible form on the continent, despite losing 2-1 at home to Rayo Vallecano on Saturday in La Liga.
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