Leeds found precious little to distract them or their beleaguered manager from their domestic misery as they went out of the Uefa Cup and lost the services of Michael Bridges for the season.
Two goals from the Panamanian striker, Dely Valdes, were enough to eliminate a side showing evidence of all their recent problems, with Terry Venables grim-faced in the dug-out as Malaga's second, 11 minutes from time, ensured that their European adventure was over.
The whole season is over for the injury-prone Bridges, who was taken off on a stretcher in the first few minutes with what is feared to be a ruptured Achilles' tendon. It was only the 24-year-old's second start following two years out with ankle and knee injuries, as well as a bout of meningitis. It meant a longer stint than planned for the returning invalid, Robbie Fowler, but, although he helped to create Leeds' equaliser, he could not salvage anything from the eventual wreckage.
"I am just heartbroken for the lad," said Venables of Bridges' injury. "He's been out for two years and worked so hard to get back."
Leeds should also have lost another player, but Lee Bowyer somehow avoided being sent off when he not only hacked down Gerardo, but also appeared to stamp on him while he was on the ground. He got away with a lenient yellow card, but he is unlikely to have heard the last of the affair.
"I didn't think he did and I was as close as anyone," said Venables of the stamping allegations. "I thought he was acting."
By the time of that incident, Leeds were already one down and the two-leg tie had its first goal. Musampa, the Congolese winger who was a handful for them all night, beat Danny Mills on the by-line with alarming ease and pulled the ball back for Dely Valdes, who side-footed it home. Given that Leeds had not come back from a goal down to win all season, it was a gloomy beginning to the game.
Leeds showed little sign of being able to respond until midway through the half when Gary Kelly crossed from the left, Fowler produced a vintage touch to volley it back into the goalmouth and Eirik Bakke was there to hammer it into the roof of the net for his first goal of the season.
"To come back at them showed the sort of spirit I am looking for," said Venables, who even managed to put a positive spin on a bout of arguing and pushing between two of his players, Kelly and Jason Wilcox, in the second half.
Apart from fighting among themselves, however, Leeds lost their way after the break. Once Bowyer had put a diving header into the side-netting from Alan Smith's cross, their scoring threat all but disappeared and they were increasingly frustrated by Malaga's time-wasting tactics.
An away draw would have been enough to take the Spaniards into the fourth round, but the skills of their front two always looked liable to produce a second goal and win the tie outright.
Paul Robinson had already had to save well from Marcelo Romero and Manu in the first half and from Musampa as time began to run out for Leeds in the second.
In the 79th minute the identity of the team going into the next round was determined beyond any doubt when Dely Valdes cleverly flicked the ball between Jonathan Woodgate's feet and lashed it left-footed into the net off Robinson's fingertips.
As the final whistle signalled a return to the grim realities of the Premiership – with a high-pressure fixture at Bolton who are three points behind Leeds coming up on Monday – there were chants of: "Terry, Terry, time to go".
"I've been aware of that for a long time, but I keep going," said Venables, who had also seen one angry young fan escorted away from in front of the dug-out in the first half. "It has no effect on me. It's become a way of life."
Leeds United (4-4-2): Robinson; Mills, Duberry, Woodgate, Kelly; Bowyer, Okon, Bakke, Wilcox; Smith, Bridges (Fowler, 8). Substitutes not used: Martyn (gk), Harte, Radebe, McPhail, Johnson, Kilgallon.
Malaga (4-4-2): Contreras; Josemi, Sanz, Roteta, Valcarce; Manu (Sandro, 57), Romero, Gerardo, Musampa (Angel, 79); Silva, Dely Valdes (Litos, 90). Substitutes not used: Arnau (gk), Iznata, Leko, Koko.
Referee: M Busacca (Swit).