"We are outraged about the injustice which this club has gone through," reads the statement. "After having gone through injustice in the office, we have now had it on the field. The club will officially complain to UEFA about the refereeing.
"We are sorry that in a quarter-final at this level, with this performance from the players, and the game we have seen, the standard of refereeing was not at the level which the players and fans, of both Dortmund and Malaga, deserve. We are very outraged. Today not just Malaga lost, but football. Dortmund, just as much as Malaga, did not want to end the game like this.
"On the other hand we want to tell the people of Malaga that we will not fold, we will not fall. First we want to thank the players and the fans for showing up and keeping on fighting. We will lift ourselves up, and we want everyone else to do so too. We will keep fighting for a great Malaga. All the setbacks and injustices will not, I assure you, stop this fight.
"Our complaint will not be against UEFA, it will be against the level of refereeing, which was not at all up to the standard expected. The clubs are expected to be at a certain level of organisation, which is what we are doing. We also ask that the other things involved are at this level. One of these, the most important, is the refereeing."
Having drawn the first leg 0-0 at home last week, the 3-2 defeat in the second leg of their quarter-final tie saw Malaga get knocked out of the competition.