Malaga are currently in fifth spot and looking set to challenge for a top-four berth this season.
Garrido said: "Of the last nine points we've taken seven and I think that the dynamic of recent weeks has been very positive. Now what we need to do is to keep moving forward.
"The Malaga match is very important we know perfectly well that we are playing against a direct rival, against one of the teams who are going to be fighting for a place in Europe.
"We believe at the end of the season we will also be fighting to be in Europe and, of course, playing against an opponent who has the same objectives as you always has a bigger significance."