Malaga coach Michel has said it will be tough for the club to keep striker Sandro, a reported target for Everton.
Everton coach Ronald Koeman was at the Rosaleda with Sandro's agent, Gines Carvajal, to watch the 21-year-old in action against Vigo.
Sandro scored his 14th league goal of the season and also earned a penalty in a 3-0 win, and Diario Sur reported Michel as saying: "Sandro is in demand. We cannot keep him if he doesn't want to continue.
"He is crucial, but so are others. We can't do anything more than all the efforts we have made, and all we have to do is wait for his decision."
Malaga are reportedly ready to offer Sandro an improved salary and increase his buy-out clause, currently set at €6m, in order to fend off potential suitors.
Fans chanted: "Sandro, stay!" during Sunday's match.
Sandro had been a reported target of Tottenham Hotspur and Crystal Palace before joining Malaga from Barcelona last summer.
The Spain under-21 international, also reported to be interesting Villarreal, is under contract with the Andalusian club until June 2019.
He said last week that he is "very comfortable and very happy" at Malaga, and teammate Jose Recio told Cadena Ser radio: "If I had to bet, I would say he will stay.
"He has to value the love that he has from the people, the club, the coach and his teammates. I really hope he can be here with us next season."