Media playback is not supported on this device.
Malaga will not comment on manager Manuel Pellegrini's future until their season ends on 1 June, after reports (external) that he can leave the Spanish club at the end of the campaign.
The 59-year-old is a frontrunner to replace Roberto Mancini as Manchester City boss after his sacking on Monday.
The Chilean has said no deal had been agreed with Manchester City.
"The club will not say anything now. We are still playing our league," said a Malaga spokesperson.
As well as Mancini and assistant manager David Platt, City have announced that coaches Ivan Carminati, Fausto Salsano, Massimo Battara, Angelo Gregucci and Attilio Lombardo have left the club. (external)
Malaga newspaper Malagaohoy has reported that (external) Pellegrini will leave the club this summer to sign a two-year deal with City.
"There remains some fixtures to qualify for the Europa League, so in this moment, officially, we are not saying anything," said a spokesperson from Malaga's communication department.
"The club has not communicated anything about this. I am not saying [the Malagahoy article] is true or false, I am just saying that the club officially has not said anything.
"I think that other clubs, Manchester City or whatever other club, have finished their season but Malaga has not finished their season.
"Out of respect for the fact that we are still playing to finish the league in a position to play in the Europa League, we will not make a communication that the manager will leave or another will join, until we finish.
"Probably once we qualify for Europa, there may be a communication and we will say more on this subject."
Pellegrini, who has previously had spells in charge of Real Madrid and Villarreal, took charge of Malaga in November 2010.
In his first full season in charge, he guided Malaga to fourth place in La Liga and Champions League qualification for the first time.
Malaga reached the last eight of the Champions League, before being knocked out by Borussia Dortmund, and are currently sixth in La Liga.
The club said (external) he "had failed to achieve any of the club's targets, with the exception of qualification for next season's Champions League".