The Borussia Dortmund camp have admitted to being wary of taking on Malaga, following the draw for the Champions League quarter-finals on Friday.
The Malaga-Borussia Dortmund tie represents the meeting of two of this year's surprise packages in the Champions League.
Dortmund, unbeaten in eight European games this season, appear to be the slight favourites, playing Malaga away first. However, despite the favourable draw for the German champions, Dortmund players and officials believe nothing has been won yet.
"We were worried about Porto, but they were knocked out by Malaga," Dortmund midfielder Nuri Sahin said. "I know them from my days at Real Madrid. They played very well against us when I was in Spain. We should definitely not underestimate Malaga."
General manager Michael Zorc, captain of Dortmund's Champions League-winning side in 1997, echoed Sahin's words.
"That is a good draw and we are delighted to play the away leg first. It is not by coincidence Malaga are fourth in Spain right now, they topped a group with AC Milan and beat Porto in the round of the last 16," he said. "And all of that after the Sheik [Malaga's owner] apparently pulled out his money. It would be the biggest mistake to fall into elation now."
Dortmund manager Jurgen Klopp believes the draw guarantees a "surprise package" will make it through to the semi-finals of the competition.
"The way they eliminated Porto shows how much quality they have," he added. "How the coaching staff and the squad handle the problems in the club shows just how much character they have."
Club captain Sebastian Kehl said he was "delighted with the draw" and the fact that his side play away first. However, he vowed not to "underestimate such a calibre of team in the quarter-finals of Champions League".
While Dortmund CEO Aki Watzke warned the club against falling into a "mistaken euphoria", adding "there are no easy opponents left at this stage" and that "Malaga had shown what they are capable of in front of a world-wide audience".
Meanwhile, Malaga winger Joaquin says the Spanish side are well aware of the threat that Dortmund pose, but insists he and his team-mates are relishing coming up against the German champions.
"At this stage there are no easy teams," Joaquin told the club's official website. "Borussia Dortmund are a side who are used to playing these type of games. But we are still going with our dream intact. We have a good chance if we compete the way we have done so far. We must have maximum respect for Dortmund, they are a strong team who play good football. We will give 200% to go through this tie."