Aduriz took his goal tally to 15 in La Liga this season with a header early in the first half and a tap in just after the break, before Ander Herrera capped off Bilbao's victory in the final half hour thanks to poor goalkeeping from Willy Caballero.
The win maintained Bilbao's six-point gap on fifth-placed Sevilla as the Basque club push towards a berth in next season's UEFA Champions League.
Bilbao sit fourth in the La Liga table - which includes a spot in the qualifying stages of the Champions League - with 62 points.
But Sevilla (56 points) could still catch Ernesto Valverde's team as they are set to take on the Basque side in a fortnight, following Bilbao's trip to Barcelona on Sunday.
It took Valverde's men just three minutes to open the scoring against Malaga with Aduriz rising at the near post to head Markel Susaeta's corner past Caballero.
Bilbao dominated the first half but were unable to breach Malaga's defence again until the opening minute of the second when Susaeta got free down the right and his low cross picked out Aduriz, who scored with his first touch.
The goal was Aduriz's ninth in seven games and completed his second brace in succession.
In the 62nd minute, the home side clinched the three points as Herrera's strike from the edge of the area slipped through Caballero's hands and into the net.
Malaga struggled to get into the contest throughout the 90 minutes and finished the game with just one shot on target.
The Andalusian club had won their previous two matches but their 15th defeat of the season left them in 11th on 38 points, still just seven points clear of the relegation zone ahead of a tough clash with sixth-placed Villarreal.
