Barca were held to an unexpected 1-1 draw at relegation-fighting Las Palmas on March 1 after Valverde was forced into making changes to his side and he said his team needed to learn a lesson from that game.
Malaga derailed Barca's title bid last season by beating the Catalans 2-0 at La Rosaleda but they have taken only 13 points from 27 games and are eight points adrift of safety after losing all of their last six fixtures. Their last victory came three months ago.
"Looking at the statistics you see that teams who are at the bottom of the table and badly need results in the final stage of season usually get them," Valverde told a news conference.
"They're all giving 200 percent. Tomorrow is an opportunity for Malaga, who are fighting for their lives. What happened in Las Palmas, when we couldn't win, has to serve as a warning for us. We lost there last year and Malaga have always made things tough at La Rosaleda."
Barca moved eight points clear at the top of the standings and closer to reclaiming the league title by beating nearest challengers Atletico Madrid 1-0 last Sunday, while their European tie with Chelsea is delicately poised at 1-1.
"All games are important. The Malaga game is as important as the Chelsea game. Thinking about anything else would be a mistake," added Valverde.
"It happened to us in Gran Canaria the other day and it made the game with Atletico even more important. We don't want to drop any more points. Our objective is to focus exclusively on Malaga."
Barca will be without captain Andres Iniesta with a hamstring injury, with the midfielder battling to be fit against Chelsea, while right back Nelson Semedo has been ruled out until the end of the month.
(Reporting by Richard Martin; Editing by Christian Radnedge)
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