Malaga coach Manuel Pellegrini hopes his players can be united after a tough summer of uncertainty.
Pellegrini told the club's website: "We have already been working for 40 days so we hope to arrive tomorrow at a good level against a team who, obviously, will be full of excitement to be returning to the Primera after five years.
"They will have the crowd up for it and supporting them, and we will face a very difficult opponent.
"Without any doubt Wednesday is a very important game for the history of the club and the current moment the club is living through, both economically and on a sporting level.
"But, inside we have to be very conscious that perhaps for the first time we are going to be involved in two parallel competitions.
"We have Sunday, Monday, Tuesday and Wednesday to worry about the Champions League though, and for now all that concerns us is Celta."