Real Sociedad, who beat Recreativo Huelva 1-0, took back top spot though after Deportivo Coruna, the only other side with a chance of winning the league, slipped to a 2-1 defeat at home to Valencia on Saturday.
Arsenal became only the second club in over 50 years to retain the FA Cup with a 1-0 victory over Southampton, while Monaco won the French League Cup with a 4-1 demolition of Sochaux to give World Cup winner Didier Deschamps his first trophy as a coach.
In Italy, AC Milan, Inter and Lazio booked places in the Champions League next season with wins on the penultimate day of Serie A, while a hat-trick from Feyenoord's Pierre van Hooijdonk in a 3-1 win over leaders PSV Eindhoven kept the Dutch championship race alive.
A nervous Real Sociedad clinched a hard-fought victory over Recreativo thanks to an early long-range effort from Nihat Kahveci but Real Madrid had no such problems beating Malaga.
Raul Double
Fernando Morientes and Raul both scored twice as Real moved up to second. With four games left to play, Real Sociedad lead the standings with 69 points, followed by Real Madrid on 68. Deportivo have 66.
Arsenal, who lost their premier league title two weeks ago and whose Champions League dreams faded in March, rescued their season with their ninth FA Cup win in a record 16th final appearance on Saturday.
Robert Pires netted the only goal with a shot on the turn after 38 minutes at Cardiff's Millennium Stadium.
At the Stade de France, principality club Monaco made up for their defeat to Olympique Lyon in the 2001 final by dominating against Sochaux. Ludovic Giuly (57, 78), Sebastien Squillaci (61) and Dado Prso (67) got their goals.
The win ensures Monaco a place in Europe next season although they may well not need the UEFA Cup berth as they are on course for a Champions League spot.
Juventus wrapped up the Italian title last week and fielded a weakened side in a 2-1 away defeat at relegation-threatened Reggina on Saturday.
Second-placed Inter Milan beat Modena 2-0, while third-placed Milan, who will face Juventus in the final of this season's Champions League, beat Bologna 3-1 with goals from Andrea Pirlo, Clarence Seedorf and Filippo Inzaghi.
Cash-strapped Lazio secured fourth spot after defeating Brescia 3-1. Piacenza were relegated while Sampdoria ended their four-year exile from the top flight by securing promotion from Serie B.
PSV Lose
PSV Eindhoven's defeat at Feyenoord coupled with second-placed Ajax Amsterdam's 7-1 demolition of Graafschap Doetinchem reignited interest in the Dutch title race with two matches to go.
The leaders were sunk by van Hooijdonk in Rotterdam, the Dutch international netting two penalties, either side of a late first-half goal. Mateja Kezman replied for PSV, his 34th goal of the season. PSV have 80 points, Ajax have 77 and Feyenoord 76.
In Germany, Klaus Augenthaler's first game in charge of Bayer Leverkusen proved a winning one as the Bundesliga strugglers moved out of the danger zone with a 3-0 home victory over TSV 1860 Munich.
The Scottish premier league title will be decided on the final day of the season after Rangers secured a 2-0 win at Hearts on Sunday to draw level with Celtic at the top.
