It was their first defeat under new coach Manuel Pellegrini.
Adrian Lopez, from the penalty spot, and Diego Colotto gave Depor a 2-0 lead inside the opening half-hour before Pablo Alvarez completed the scoring late on as the Galician side, who propped up the table not too long ago, provisionally climbed up to 12th spot.
For Malaga, the defeat ended Pellegrini`s two-match winning start - one in the Copa del Rey and one in the league - since he took over the reins and means the Andalusian side slip back into the relegation zone.
Depor had looked possible relegation candidates themselves only a month ago after winning just once in 22 matches stretching back to last season, but now they are on an unbeaten six-game run in league and cup with four of those finishing in victories.
Miguel Angel Lotina`s side also had a big problem scoring goals at the start of the campaign, netting once from open play in their opening eight games, but that no longer looks to be a concern after recording their second 3-0 win in a matter of weeks.
Both of Depor`s first two goals stemmed from right-wing corners from Ruben Perez, the first resulting in a foul by Laurindo on Lopo that allowed Lopez to net from the spot, and the second seeing Colotto power home a header from eight yards out.
That was the way the score stayed until half-time, although Malaga were twice denied by superb saves from home goalkeeper Daniel Aranzubia, who kept out headers from Sergio Duda and Kris Stadsgaard.
Malaga continued to push for a way back into the match in the second half but their fading hopes were extinguished in the 83rd minute when Depor substitute Alvarez showed fine close control to beat his man before finding the far bottom corner of the net to wrap up the scoring.