Barcelona got on the board in the 13th minute when Carles Puyol scored off an ensuing corner kick by Andres Iniesta.
Rondon would level the match 13 minutes later with a header off a fine assist from Jesús Gámez.
But the Catalans would storm back off the talents of Messi. The Argentine star would score two goals off penalty kicks, and then deliver the final blow in the 64th minute with a left-footed shot from the center of the box off the through ball from Iniesta.
Barcelona and Malaga each took 11 shots, but the Catalans had six on goal, while Malaga managed just three on target. As usual, Barcelona dominated the ball possession by controlling the ball for 66 percent of the match.
Here are the highlights from Barcelona - Malaga: