The Portuguese outfit won 1-0 in the Estadio do Dragao, thanks to a goal from Joao Moutinho.
Malaga must now score twice and keep a clean sheet or better to progress to the last eight on their Champions League debut.
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Who of Europe’s top strikers will move to England this summer?
After a dreadful start to their Bundesliga campaign, Borussia Dortmund appear to have weathered the storm after going five matches without defeat.