Villarreal, Getafe and Levante are also safely through and remain on course to land major silverware.
Barcelona proved too strong for third tier minnows Cartagena as they prevailed 2-0 on the night and 6-1 on aggregate.
Pedro (31), Cristian Tello (68) and Neymar (88) did the damage for the Catalan giants at the Nou Camp.
An own goal from Weligton inside the opening 60 seconds of a meeting with Osasuna ended up costing Malaga dear.
Eliseu levelled matters just past the hour mark, but a 4-4 draw on aggregate saw Osasuna prevail on away goals.
A solitary strike from Jeremy Perbet (55) was enough to see Villarreal past Elche 3-2 over the course of two tough legs.
Getafe made light work of their meeting with Girona, winning 4-1 on home soil to secure a 5-2 aggregate success.
Pablo Sarabia (2), Adrian Colunga (pen5) and Angel Lafita (34) had the hosts in complete control at the interval and Lisandro Lopez added a fourth on 73 minutes after Alejandro Jandro had pulled one back from the spot (59) for Girona.
Levante headed into a return meeting with Recreativo Huelva knowing they had work to do to overturn a first leg deficit, but ended up surging into the next round with a crushing 4-0 win.
Simao Junior (4), Ruben Garcia (18), Andreas Ivanschitz (50) and Roberto Camarasa (53) were all on target, while a miserable night for Recreativo saw them end the game with 10 men after Alvaro Vega collected two yellow cards.