David Moyes's team face the Spanish outfit later today before hosting United on August 20.
Neville, who played for United before joining Everton, thinks the quality of Malaga will be a welcome test for his side.
"Against AEK Athens we had more energy and you could see that in our play," Neville told the club's official website.
"Malaga will provide the quality opposition that we need.
"We have played some decent teams but a sterner test away from home, where we need to concentrate, will stand us in good stead for the Man United game."
Everton finished seventh in last season's Premier League, one place ahead of Merseyside rivals Liverpool.