Bernd Schuster's side head into the weekend at 13th place in the table after taking just one point from the last three games.
The Blue and Whites have just two wins all season against Rayo Vallecano and Almeria but Chen, who moved to Spain from Panama in the summer, has delivered a message to the fans that they are targeting their third victory.
He told the club's official website: "It's a very important game for us.
"We're solely focused on working hard and keeping the three points at home."
The Panama international has played just once for Malaga and he said: "My first season here is all about working as hard as I can.
"I'm still very young and have plenty of time to gain more experience.
"Everyone treats me so well, there's absolutely nothing to complain about.
"I'm looking forward to supporting the team as much as I can."
Celta Vigo present Malaga with a good opportunity, given the visitors have only won once this season and lie second bottom with six points.
Celta have lost five of their last six games, only punctuated by a goalless draw with Villarreal.
Celta striker Nolito acknowledges the need for his team to step up their performances.
Nolito said, according to sports newspaper Marca: "It's important to win in Malaga, we could really use it especially in the psychological aspect because the team needs a lot more confidence.
"We are doing almost everything to win games but you have to keep improving, because we're still making mistakes that cost us points.
"We have six points in the standings but we cannot give up, we must trust the squad and continue pushing forward because we have always said that this would not be easy.
"If we do what we know we can bring three points to Vigo because this team can win on any pitch."