Tommy's Top 25: Where do Real rank?
Ronaldo asked to leave the pitch immediately after completing his hat-trick with Madrid's final goal in the 77th minute, leaving Jose Mourinho's side to play out the remainder of the match with 10 man as all three substitutes had been used up.
A medical statement on the Madrid website after the game said Ronaldo had been affected by a problem with his left hamstring, and that his progress would be monitored. It remains to be seen if Ronaldo will be available to face Racing Santander on Sunday, but the Portugal international had his doubts immediately after the match.
Ronaldo, who has started every league game this season, said: "I did it in scoring the goal. I'm sure it's nothing special, but it's better not to take any risks. In principle I don't think I will play on Sunday.''
Losing the £80million man would be a big blow to Madrid as he took his tally to 27 league goals for the season with his treble against Malaga and is now level with Barcelona's Lionel Messi at the top of the scoring charts. Madrid's second-top scorer in La Liga is the injured Gonzalo Higuain with seven goals, while Angel Di Maria is in third place with six.
Madrid closed the gap to Primera Division leaders Barca to seven points with their victory over Malaga, which saw Karim Benzema net a brace and Di Maria also get on the scoresheet. The match saw Malaga finish with nine men following the loss of Manolo Gaspar to a red card in the 67th minute and Sergio Cala to injury 10 minutes later, with the visitors, like Madrid, also having used their full quota of replacements.
The defeat means Malaga remain stuck in the bottom two of La Liga, three points adrift of safety, and marked a miserable return to the Bernabeu for coach Manuel Pellegrini. Pellegrini was replaced by Mourinho last summer after one year in charge of the Spanish giants, during which time he failed to win any silverware but did lead Madrid to a second-placed finish in La Liga with a record-breaking 96-point haul.
In the build-up to Thursday night's match, Mourinho caused a new stir by saying that if he was sacked by Madrid he would go to a big club in England or Italy and not to Malaga - comments that angered the Andalusians.
Mourinho was quizzed on the subject following his side's win, and the Portuguese said: "I have nothing against the city of Malaga, nor against the club, nor their professionals, I was simply responding without hypocrisy as I always do. If I have to apologise, it's not a problem for me, but the truth is that I answered once again without hypocrisy. In a hypocritical world, not being hypocritical is a big defect, it's a defect that I have and that I'm always going to have.''
Mourinho, who is in the first year of a four-year contract with the club, also said he will not outstay his welcome in Madrid if the supporters are not happy with him.
He said: "From the start I said the day the people aren't happy with me, I will go. Not now, because we are in the middle of the season, but with me everything is easy, simple. If at the end of the season they are not happy with me, I will go and we will remain friends.''