Antoine Griezmann scored the only goal of the match as Atletico collected all three points at the expense of a Malaga side that remain rooted to the bottom of the division on 13 points.
Malaga made a disastrous start to the match as they conceded inside the first minute when Saul Niguez's strike deflected into the path of Griezmann, who clipped the ball past Roberto Jimenez from inside the box.
Brown Ideye was the player in a Malaga shirt that looked the most likely to answer back, but Atletico continued to create the better chances, and Diego Costa just clipped over the home side's crossbar in the 16th minute.
Ideye then headed just wide of the Atletico post moments later as Malaga forced the issue in the wide positions.
Costa had his second chance of the match just before the 30-minute mark, but the Spain international headed over the crossbar from close range as the score stayed 1-0 to the visitors.
The only shot on target in the first period was Griezmann's opener, with both teams struggling to find that final pass in dangerous positions.
Youssef En-Nesyri was next to test Oblak from distance just past the hour, but clear chances were few and far between.
An injury to Malaga midfielder Mehdi Lacen meant that play was stopped for a lengthy period in the latter stages, and seven additional minutes were played at the end of the 90.
Malaga could not find a leveller though as Griezmann's early strike proved the difference on the afternoon.
MALAGA (4-4-2): Roberto; Rosales, Miquel, Hernandez, Ricca (Samuel 83'); Keko (Rolan 57'), Iturra (Lacen 45'), Adrian, Castro; En-Nesyri, Ideye
ATLETICO MADRID (4-4-2): Oblak; Vrsaljko, Gimenez, Lucas, Luis; Koke, Gabi (Thomas 70'), Saul, Vitolo (Correa 53'); Costa (Torres 77'), Griezmann