The capital side saw league leaders Barcelona increase their grip on top spot in La Liga by securing a narrow win at Las Palmas on Saturday, and if Zinedine Zidane's men are to close the gap at the summit of the standings they will have to win without the France international.
The 28-year-old attacker has contributed heavily to the fortunes of his side this term, scoring 19 goals in 19 league outings since the beginning of the campaign - not to mention four in five Champions League appearances.
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Zidane has a handful of other concerns ahead of the fixture, with Gareth Bale still sidelined because of injury along with experienced centre-back Pepe, who returned to training earlier this week. Moreover, they are also bereft of Raphael Varane, who will serve a ban.
Madrid squad to face Malaga: Keylor Navas, Casilla, Rubén Yanez; Ramos, Nacho, Marcelo, Carvajal, Arbeloa, Danilo; Kroos, James, Casemiro, Kovacic, Modric, Isco; Cristiano Ronaldo, Lucas Vazquez, Jese, Borja Mayoral