Malaga head to relegation-threatened Granada on Monday on the back of a first win in seven games.
Another win would get their European hopes firmly back on track and Weligton feels the next month will be key.
"I reckon the next five or six matches are key for all teams as they're going to be fighting," the Brazilian told the club website.
"The differences are very minimal and it's going to be important to do well in these next few games."
Granada, who could find themselves in the bottom three come kick-off, ended a losing run of their own with a 2-1 win over Real Betis last time out.
And Weligton admits they will prove a test for the visitors.
"We know that they've got some good players, they're a squad that's looking to stay in the Primera Division," he said.
"They're playing at home with a new manager (Abel Resino) who's motivating the team and it's going to be a very difficult match.
"Everyone sets out their own objective, of being as high up as possible, but we know that we have to win the next match.
"It's close, we have to be focused and we know the importance of getting the win."
Ruud van Nistelrooy, Julio Baptista and Joaquin are expected to miss out for Malaga as they continue their recovery from injury.