The 30-year old Argentina international midfielder has attracted some interest from Chelsea this summer but he is looking to make the move to the La Liga after playing professionally in his homeland with Huracan and River Plate, in Portugal with FC Porto and in France with Marseille.
''He wants to go to Malaga," Anigo said to RMC Sport. "We hope that if Lucho has to go, then this transfer is done quickly.
"The move has a deadline of July 15 but if a proposal comes in a few days later, we might consider it."
He added: ''(Marseille manager) Didier (Deschamps) needs to build his team quickly and to have confirmation on certain items. And if at the end there is no progress with Lucho, he will have to play with us.
''We received an offer of 6 million [£5.3m] from Malaga earlier this week but [we have heard] nothing since.''