Los Che were 2-0 up from their first leg with Osasuna and a 2-1 win at the Mestalla secured their progress to the quarter finals, where they will play Real Madrid or Celta Vigo.
Malaga had a far harder ride, as they had to come back from 1-0 down on the night and 2-1 on aggregate to score four times and reach the last eight.
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The reputation of the Premier League means it is the most popular and one of the most watched leagues in the world.
Five English clubs will compete in the last sixteen of the Champions League for the first time ever as Liverpool, Manchester United, Manchester City, Chelsea and Tottenham face some difficult away matches.