Ronaldo made the breakthrough with a resounding finish from the edge of the area midway through the first-half and was only denied from adding to his tally by a series of saves from Willy Caballero yesterday.
Malaga pushed hard for an equaliser in the final quarter, but couldn't find a way through as they remain just three points above the relegation zone.
Real now lead third-placed Barcelona by seven points with the Catalans not in action until Sunday when they host Osasuna, whilst Atletico Madrid can move back to within three points of the leaders with victory over Espanyol later on Saturday.
"It is a very important three points. There is one less game to play and now we will focus on Tuesday and then Sunday," he told Canal Plus.
"We will have to see what happens tomorrow to see if they cut the gap. We have 10 games to go and we need to play them all like it is the last one.
"I don't think the Clasico will be decisive, but it is very important."
"It was a difficult game because Malaga pressed a lot for the whole game," he said.
"We had chances to score the second goal but unfortunately we weren't able to get it and then when the score is 1-0 you always suffer.
"It wasn't a great game in terms of how we played, but we showed good attitude and were very solid defensively. We didn't concede any opportunities, so it is a good and very important result.
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