After being released by Real Madrid, on 22 July 2010, Pellegrini received an offer from the Mexico national team; Javier Aguirre resigned following the 2010 World Cup loss in round 16 in South Africa. Pellegrini, however, eventually signed for La Liga club Málaga on a three-year contract, their coach Jesualdo Ferreira having been dismissed. On 5 November, he was officially presented as the new coach of Málaga during a press conference with the club's owner Abdullah bin Nasser Al Thani, and watched from the stands as they lost 1–0 to Espanyol the following day. On 11 November 2010, he made his Málaga debut as coach against Hércules in a 3–2 victory in the Copa del Rey at La Rosaleda stadium, which led them to the round of 16 after the teams had drawn 0–0 in the first leg at Estadio José Rico Pérez two weeks previously, and continued his winning start as new coach of Malaga by beating Levante 1–0 in his league debut four days later. That season Malaga only managed to finish 11th.