Vallejo is making his third appearance of the campaign, having also featured against Las Palmas and Fuenlabrada in the league and cup, being shown a red card against the latter last month.
Casemiro and Toni Kroos occupy central-midfield berths, while Cristiano Ronaldo and Karim Benzema - yet to find their groove in La Liga this term - are given the nod up top in Gareth Bale's continued absence.
Real Madrid: Casilla; Carvajal, Vallejo, Varane, Marcelo; Isco, Casemiro, Kroos, Vazquez; Ronaldo, Benzema
Subs: Navas, Modric, Kovacic, Mayoral, Ceballos, Theo, Llorente
Malaga: Roberto; Rosales, Luis Hernandez, Diego Gonzalez, Juankar; Recio, Adrian, Keko Gontan, Chory; D.Rolan, Penaranda
Subs: Andres Prieto, Rolon, Borja, Juanpi, Ontiveros, Baysse, Mula
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