Real went into the halftime break 2-0 down before fighting back.
Higuain was on the scoresheet and said afterwards: "It was a complicated game against a difficult opponent. We didn't do well in the first half, but we proved we wanted to win the game despite conceding two goals. We'll have a victory advantage in Malaga, which is a very important thing to have in a two leg knock-out stage."
"We're grateful for the crowd's support. It's hard for teams to beat us when the Bernabeu cheers us on like this. They had a lot to do in this comeback and I hope they continue to support us this way."