Eibar went into the second leg of their last 16 tie in Malaga knowing they had already beaten Athletic Club Bilbao and another shock looked to be on the cards when Ruben Arroyo put the second division B side ahead after just 12 minutes, reports Xinhua.
It looked as if Eibar could hold on for another shock, but their world fell apart in the last 16 minutes as tiredness finally took its hold and Malaga scored thanks to Diego Buonanotte after 74 minutes.
Two minutes later Seba Fernandez put Malaga ahead and further goals from Buonanotte and Francisco Portillo killed the game off as the visitors tried desperately to level.
Malaga will now almost certainly face FC Barcelona in the quarter-finals, though Barca have still to play the return leg of their last 16 tie against Cordoba in the Camp Nou Stadium. Barca won the first leg 2-0 away to the second division side.
Meanwhile Valencia also made it through to the last eight with few problems. Ernesto Valverde's side carried a 2-0 first leg win away win away to Osasuna into the return leg and their place was all but sealed when Tino Costa put them ahead on the night.
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Joseba Llorente equalised for Osasuna, but Roberto Soldado's 93rd minute goal assured Valencia a 2-1 win on the night and saw them through 4-1 on aggregate.