Spanish champions Atletico, in third with eight games left, are locked in a battle with Valencia and Sevilla, fourth and fifth respectively, to secure a lucrative berth in Europe's elite club competition for next season.
Tuesday's clash at the Calderon is a repeat of last year's final, which Real won 4-1 after extra time, but Simeone said the trip to Malaga, who are seventh and chasing a place in the Europa League, was the only thing his team were concentrating on for the time being.
"I don't think any player is thinking about Tuesday's game, but yes about the match against Malaga," the Argentine told a news conference.
"We have entered a phase of the season with tough, complex games and now it's much harder to secure points away from home than in the first half of the season," he added.
"The Malaga game and the next away match, against Deportivo, will pretty much be crucial for what we can achieve in La Liga."
Atletico are five points adrift of second-placed Real, with Valencia three points behind them in fourth and Sevilla a further point back in fifth.
Simeone has repeatedly said Atletico are targeting a Champions League place rather than looking to haul in the two leaders.
The Champions League return leg is at Real's Bernabeu stadium on April 22, four days after Atletico play at Deportivo.
(Reporting by Iain Rogers, editing by Toby Davis)
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