The home side levelled through Ivan Ramis five minutes after the break and there were chances at both ends before Ronaldo bulleted home a header five minutes from time.
The winning goal came after a mistake from the Malaga defence that allowed Dani Carvajal to cross for Ronaldo to power a header home.
Ronaldo has scored in his last seven appearances in all competitions, and Zidane said: "He is from another galaxy". Chelsea will be very hard, and the fans know we have to be together.
That leaves him with 18 goals in the league, third behind Luis Suarez with 20 and Messi with 24.
Sensex, Nifty climb almost 1% on positive global cues
The gains followed Wall Street, where the Dow jumped 1.77 percent, while the S&P 500 gained 1.74 percent on Friday. MSCI's broadest index of Asia-Pacific shares outside Japan firmed 0.4 percent soon after opening on Monday.
'The numbers speak for themselves and I'm just glad he is with us.
Modric was excellent throughout, the Croatian providing a sublime pass with the outside of his foot for Ronaldo's opener. Another Spanish publication, AS, wrote that Barcelona's rival, Real Madrid, would pay as much as 400 million euros ($492 million) to bring the 26-year-old to the Santiago Bernabeu.
Here, we assess three talking points as Zinedine Zidane's men can travel back from the northern tip of Spain happy.
Sevilla trailed Valencia by eight points before kick-off but that gap was stretched to 11 after two goals from Rodrigo Moreno sealed a comfortable victory.
Zinedine Zidane withdrew the midfielder after a lethargic 71-minute display in which fellow engine room stars Luka Modric and Toni Kroos, both feeling their way back from injury, outshone him. With 10 more games left in the league campaign and 15 points cushion to Barcelona at the top of the table, Real Madrid's contention in league title is virtually over. "It isn't decided yet, but we have made an important step toward achieving our goal".