Hosting Malaga fell behind in the fourth minute to a strike from Mallorca's Michael Pereira.
However, the home side were back on level terms seven minutes later courtesy of Uruguayan striker Sebastian Fernandez.
Mallorca's Gonzalo Castro had the best chance to score the game's third before the break, but he shot wide from close range.
Malaga started the second half brightly and took the lead through former Lyon midfielder Jeremy Toulalan.
The victory was made safe 20 minutes from time when Salomon Rondon turned in a pass from Sergio Sanchez.