Real coach Zinedine Zidane made two early changes in bringing on wingers Lucas Vazquez and Marco Asensio for Casemiro and Gareth Bale at the start of the second half and said he gave his players a firm message.
The holders progressed to the last four in dramatic fashion on Wednesday, as an injury-time penalty from Cristiano Ronaldo sealed a 4-3 aggregate win over Juventus, who had raced into a 3-0 second-leg lead at the Santiago Bernabeu to level the tie.
Bianconeri centre-half Medhi Benatia had his hands on Real winger Lucas Vazquez's back as he sought to prevent the Spaniard from scoring and while there wasn't much contact, the spot-kick was awarded, much to the disbelief of Juve and in particular, Gianluigi Buffon.
A win for Madrid will lift them above Valencia into third in the table, while Malaga realistically need a win to have any chance of avoiding relegation.
"We should face and we did everything possible to go through", the Brazil worldwide full-back said. The referee blew the whistle and you can't change that.
It lost the second leg 2-1 at home but Ronaldo scored twice in extra time to keep Madrid alive.
To say Juventus were unable would be the biggest understatement of the season.
Los Blancos are essentially left fighting for silverware on just one front in the remaining month of the campaign, as they are 15 points behind Barcelona at the top of La Liga and out of the Copa del Rey. "That said, over the course of the two legs, I think both teams deserved to go through".
"We showed that Juve as a side and club have grown a lot in the last years". For the penalty, my heart was beating hard, but I tried to stay calm. We knew that we'd have to dig in against a side that put in a great performance and that press high up the pitch.
Paying tribute to star man Ronaldo, "Zizou" enthused, "Cristiano (Ronaldo) is used to these situations. It's going to be hard, but we're going there to win and they are going to make the most of it".
"I am happy and we are in the semi-finals".