Joaquin spent four years at the Mestalla before his £3.36million summer move to Malaga.
"I still have great memories, friends, dressing room stories and a lot of sentiment from my time at Valencia," he said.
"My return to the Mestalla with Málaga is one of mixed feelings, but when the game starts we will be looking for the three points, as always.
"The reception I get will not worry me but I hope to be well received, beyond which they will either whistle or applaud me."
Valencia need victory to cement third place while Malaga, who are six points adrift of their opponents, must win to improve their own Champions League chances.
"It's a match where we can cut the points gap between us and see out the year with a good taste in our mouths," said Joaquin.
"We only have to worry about ourselves, be aware of what we can do and play a complete game.
"It won't be easy because it is at a difficult ground against difficult opponents.
"Valencia are a strong group with some lethal players.
"Away from home we have struggled in some matches and in others we have played with seriousness and maturity.
"This will be a serious game against strong opponents and we must take our chances."