Zaragoza took a shock lead through Carlos Aranda midway through the first half with the hosts only levelling on the stroke of half-time when Sebastian Fernandez headed home.
The game remained 1-1 until the 67th minute when Paulo Da Silva put through his own goal, triggering further strikes by Martin Demichelis, Isco and Jose Salomon Rondon.
Victory guided Malaga to fifth, but Zaragoza remain firmly rooted to the bottom of the table.
Elsewhere on Saturday, a Chechu Dorado own goal denied Real Betis all three points as Getafe held on to claim a 1-1 draw at the Benito Villamarin.
After a largely forgettable first period Jorge Molina put the hosts in front six minutes after the break as he raced onto Jefferson Montero's pass to slam home from just outside the area.
However the lead only lasted three minutes as Dani Guiza turned Juan Valera's cross goalwards and Dorado could only guide the ball into his own net as he tried to clear.
Christian Stuani's penalty 15 minutes from time salvaged a point for Racing Santander from an entertaining 1-1 relegation battle with Sporting Gijon.
The hosts had the better of the chances in the first half as Juan Pablo denied Adrian Gonzalez and Bernardo hit the post, but it was Sporting who went in front when Diego Barral fired in a wonderful free-kick four minutes before the break.
The visitors should have extended their lead when Gregory headed over when unmarked inside the six-yard box early in the second half and they were made to pay for that miss as Alejandro Galvez unnecessarily wrestled Stuani to the ground inside the area and the Uruguayan stepped up to comfortably slot home the spot-kick.
A draw did not do either side much good with both remaining in the relegation zone.
European hopefuls Espanyol were brought back to earth with a bump as Levante snatched a late La Liga victory.
Mauricio Pochettino's side came into the game at Cornella-El Prat within touching distance of the top four, behind Athletic Bilbao only on goal difference.