Wales international Bale pulled up during the opening moments of the match at the Santiago Bernabeu and he went to the turf clutching his left calf.
It soon became apparent that Bale would be unable to continue and he was replaced by striker Javier Hernandez in the fifth minute.
Bale was reported to be struggling with muscle fatigue heading into the Malaga match, while Real coach Carlo Ancelotti could not name France frontman Karim Benzema in his squad due to a knee injury.
The injury continues a difficult second season for the former Tottenham star in the Spanish capital.
Bale's performances have been regularly questioned by the local media and he was confronted by angry supporters at Real's training ground after missing an opportunity to open the scoring during Tuesday's goalless draw with Atletico Madrid in the UEFA Champions League.
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