While the Catalans 1-0 win against Atletico Madrid last weekend extended the gap at the summit to eight points, their advantage over Chelsea in the Champions League is more precarious.
Barca take a 1-1 draw, and an away goal, to the Camp Nou on Wednesday but Chelsea controlled much of the first leg in London and will fancy their chances of an upset.
With Andres Iniesta already nursing a hamstring injury and Denis Suarez out with a groin strain, Valverde will be wary of further damage against a Malaga side without a victory in 15 attempts.
Ousmane Dembele has endured a difficult debut season, plagued by problems with fitness and form, but the forward has shown signs of improvement and played in the Catalan Super Cup win over Espanyol on Wednesday.
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"He tried to get involved in play and has worked on individual moves," Valverde said.
"This is useful, little by little, we hope he translates it into La Liga games."
Anything but a comfortable win at La Rosaleda Stadium would represent a major shock.
Malaga were, in fact, the last team to beat Barcelona in La Liga, with a 2-0 victory in April, but few players from that triumph are still at the club while the coach, Michel, was sacked in January. His replacement, Jose Gonzalez, has overseen six defeats in a row.
It means Atletico will hold little hope of their deficit being cut this weekend but the challenge for Diego Simeones men is to stay in touch by beating ninth-placed Celta Vigo on Sunday.
After the win over Lokomotiv, Simeone was asked about taking charge at Paris Saint-Germain next season and he indicated his focus by replying: "Celta."
Real Madrid, meanwhile, swap Paris Saint-Germain and the Parc des Princes for Eibar and the Ipurua Municipal Stadium, the smallest stadium in La Liga with a capacity of just over 7,000.
Zinedine Zidanes team will be flying high after overcoming the biggest assignment of their season in Paris and, like Barcelona, it may be that star players are given time off.
Elsewhere on Saturday, Sevilla host Valencia, needing a victory to reignite their hopes of qualifying for the Champions League.
Los Rojiblancos sit fifth in the table, eight points behind Valencia, knowing anything but a win this weekend would all-but end their top-four hopes.
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