The 30-year-old midfielder played the full 90 minutes as Barca were held to a goalless draw at La Rosaleda.
"Malaga had plenty going for them," Iniesta told Canal +. "La Liga is very difficult and today was a prime example of that.
"We struggled to use the ball quickly enough to break down their defence. We lacked that extra bit of speed needed. It depends on us to finish them off. It is not easy attacking a team which throws nine or 10 men behind the ball."
Despite slipping up, Barcelona remain joint-top of the La Liga table ahead of their weekend meeting with Granada.