The Galicians are one point above Zaragoza in the Primera Division table and if they beat Malaga in La Rosaleda and Manuel Jimenez's side fail to beat Real Betis away from home, Depor will be safe.
The coach told a press conference: "This could be the decisive game for our survival, that's what's at stake.
"We have to win and we are going to try to win. The whole team will travel to the game confident of beating Malaga and that another result will go in our favour so we can be relaxed in the final game of the season.
"It's not improbable that Zaragoza will lose against Betis and, although it seems unlikely that we will win in Malaga, any result is possible now."
The coach believes the fact that Malaga, who are facing a ban from European football next season, have little to play for will play into his side's hands
"It will not be easy, but they will not have the same hunger we have," he said.
"When you have hunger, enthusiasm and you need to win, you have a better chance, and that will be our strong point in this game."
Malaga coach Manuel Pellegrini announced last week that he would be leaving the club in the summer, with speculation linking him with Manchester City
The Chilean explained his reasons for leaving in a press conference before the match with Deportivo, which will be his last at La Rosaleda, but insisted he had not signed a contract with any other club.
He said: "I wanted a project that would keep growing year after year and that has not happened.
"I am very proud to have coached these players. The more difficult the situation has become, the more these players have responded. I will always remember the conviction that these players and the coaching staff have had, and it will be very difficult for that to be repeated, both in an emotional and a sporting sense."
The coach also explained that he believes midfielder Isco, one of the revelations of the season in La Liga, should leave Malaga in order to keep improving as a footballer.
He said: "It's very important that Isco keeps on growing. If Malaga can not come up with an important project that supports the player and one he identifies with, he will be undervalued."