Alex Lopez got the opener and fellow midfielder Augusto Fernandez doubled the lead before the break.
Lopez bagged his second in the 65th minute and further goals from Nolito and Charles Dias completed the rout against a Malaga side who have now lost three games in a row.
Elche's fine run came to an end as Manuel Iturra's first-half goal earned Granada a 1-0 victory at the Estadio Manuel Martinez Valero.
Iturra headed home Fran Rico's cross from the right in the 26th minute to snap a downward spiral which had seen the Andalusians take only five points from eight games.
In the late game, Levante beat Espanyol 3-0 after two goals from Nabil El Zhar sandwiched a Baba Diawara strike.