One highlight of Málaga is the Alzabaza and nearby Castillo Gibralfaro (these are a good 20 minutes from each other but are included on the same ticket).
The Castillo is quite the hike but the views over the whole city (especially the port ) are amazing. Besides the view, there is a lovely spot to stop for a drink. If you did want to tour the castle, there is the nearby Parador that has a great restaurant.
The Alcabaza is far for accessible, just around the corner from the Cathedral and behind the Roman Forum ruins (which are pretty nicely preserved as ruins go). This structure was built during the 11th century when the Iberian Peninsula was ruled by the Moors. Think of it as a mini Alhambra if you aren’t going to make it to Granada.