The former Netherlands international had an expiring deal with the Andalusian side, and will not ink a new contract as he feels the time has come to end his active career.
"Yesterday I've played my last match in my professional career,” he told reporters.
“I've had a great career with the support of great clubs like FC Den Bosch, sc Heerenveen, PSV, Manchester United, Real Madrid, Hamburger SV and Málaga. The time to quit my career has come."
"I want to thank my family and friends, who've supported me all these years. As well as the supporters from the clubs I've played for. They have been great.
“I also want to thank Rodger Linse [agent] for the unique relationship we have built up. Special thanks also go out to Nike, for the great collaboration we had over the years."
|6.5||Netherlands can be backed at 6.5 to beat Poland 2-0 in their opening Euro 2012 game with 188BET|
After one season at the Friezen, Van Nistelrooy moved on to PSV, where he made it into the Dutch national team and eventually earned himself a lucrative transfer to Manchester United after three successful seasons in Eindhoven.
Van Nistelrooy immediately became a key figure at Old Trafford and netted 150 goals in 219 official appearances.
The prolific hitman then joined Real Madrid in the summer of 2006, where he won two Liga titles.
The Dutchman also enjoyed an 18-month spell at Hamburg, before eventually ending up at Malaga at the start of the 2011-12 campaign.
Van Nistelrooy made 70 international appearances for Netherlands, scoring 35 goals in the process. He featured at Euro 2004, the 2006 World Cup and at Euro 2008. He scored 347 competitive goals in 588 official appearances in club football. He is currently the Champions League's second highest scorer with 56 strikes.