Zidane opted to include ex-Malaga midfielder Isco in his front three ahead of James Rodriguez while Gracia recalled Recio and Horta into his XI.
Malaga were on top in the early stages, amid a frenetic start, and saw Juanpi spurn a glorious opportunity to take the lead when he diverted a tame effort straight at Keylor Navas following a mix-up between Toni Kroos and Sergio Ramos.
Horta found the side-netting with an attempt from inside the area before Ronaldo became heavily involved in proceedings.
Having been angered at an apparent elbow from Albentosa off the ball, Ronaldo responded by glancing Kroos’ free-kick past Kameni to open the scoring 33 minutes in.
However, after a run into the box was halted unfairly by Weligton, Ronaldo was unable to beat Kameni from the spot soon after as the Malaga goalkeeper saved relatively comfortably down to his left.
Duje Cop almost made Ronaldo pay before the break but his shot struck Navas and found the top of the crossbar with Ramos waiting to clear on the line.
The Madrid goalkeeper was busy after the restart too, tipping Horta’s strike over the crossbar after a deflection off Ramos as Malaga again looked dangerous early in the half.
Aside from a Ronaldo effort saved comfortably by Kameni, the hosts were on top before the hour and eventually had their reward when Albentosa hammered a side-footed effort home after Weligton’s cross from the left.
Rodriguez was introduced for the final stages and forced Kameni into action with a tame volley, while Marcelo could only drag a shot wide and Ronaldo found the side-netting as Zidane’s men dropped league points for the second time in his tenure.