Ownership issues affecting Malaga
Malaga coach Manuel Pellegrini
The Andalusians qualified for the UEFA Champions League for the first time ever as they finished in fourth place last season.
However, that success came at a heavy price as the club had spent 50 million euros before the start of the season recruiting the likes of Ruud Van Nistelrooy, Jeremy Toualan and Santi Cazorla.
There are yet to make a single signing in this transfer window with Spanish newspaper AS reporting that owner Sheikh Abdullah Bin Nasser Al-Thani has put the club up for sale.
"We are concentrating on the sporting side but when there is such a quantity of rumours it is going to have an effect,” Pellegrini told AS.
“Moreover, we are currently abroad, but we are calm because we are working very well on the aspect we can control.
"We have tried to isolate ourselves from the topic, but the truth is there is no certainty in what is going to happen and it is not good to say anything until I know more.
“We return to Spain on Tuesday and we will see what we find."
Senior players Cazorla, Joris Mathijsen and Salomon Rondon, have also reported the club to the players' union for unpaid wages, whilst fellow La Liga side Osasuna have made an official complaint for money owed to them for the sale of Nacho Monreal.