Zidane believes that outsiders will take delight in seeing Madrid fall at the final hurdle, with Barcelona - three points further back - waiting to pounce, and the Frenchman concedes that it will not be easy for his side at La Rosaleda.
"I don't know about everyone, but many people for sure do not want Madrid to win it," he told reporters. "It has always been like that, but that does not bother us.
"We know where we are. We know we must win it on the pitch, as we have done until now, working hard, battling, never letting our hands down. It is very difficult to win La Liga over 38 games.
"Every week, or every three days sometimes, you must show that you want to win it. And we have done that. We deserve to be first at the moment, but we must finish it now in the last game. It will be the most difficult for sure."
Madrid have lost just one of the past 15 league encounters with Malaga, picking up nine victories and five draws in that time.