A member of oil and gas-rich Qatar's royal family, Al Thani slammed the team for "playing without heart" after their hopes of qualifying for next season's Champions League were dealt a blow by Saturday's 5-1 hammering at Valencia.
Malaga conceded four goals in six first-half minutes at the Mestalla and their defeat meant Valencia leapfrogged them into fifth place, two points behind Real Sociedad who occupy Spain's fourth and final Champions League qualification berth.
"I am confident in the coaching staff, led by Mr Manuel Pellegrini, and all the players," Al Thani wrote on his Twitter feed on Monday.
"I'm sure the players will let this matter pass quickly and, last but not least, all my support for the team in all cases."
Al Thani raised eyebrows this month when he criticised the match officials after Malaga's controversial exit from this season's Champions League at Borussia Dortmund.
Several Dortmund players were offside in the buildup to the 93rd-minute goal that sent the Bundesliga side through to the last four and Al Thani, whose side were making their debut in the competition, accused governing body UEFA of racism.
Malaga have six La Liga games left to overtake Sociedad and Valencia or secure a spot in the Europa League, the continent's second-tier club competition.
The Costa del Sol club, however, may not be able to take up their place as they have been banned from European competition next season due to financial irregularities.
Malaga have appealed to the Court of Arbitration for Sport (CAS) and a decision is expected in mid-June.
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- Al Thani