There are several parking spaces in Malaga center, however, some of them will be inaccessible when the processions are in that area. It might be that you can park, but can´t get out until the procession has been passed, or that you can´t park and have to drive around to find a parking garage you can access.
In the centre there is a large car park, located at Calle Larios in the centre of Málaga, this parking garage fills quickly as everybody want´s to park there. You can access this parking garage form the port-side and from the Avenida de Andalucia.
Underneath the Alcazaba there is another large car park which fills as quicky as the one at Calle Larios.
A third car park, is located at Plaza Cervantes, behind the Bullring of Málaga.
These are the 3 parking garages which are closest to the town center.
When I go to see the processions I park at the Larios Shopping centre, this is a shopping centre located close by the Malaga Train station. The shopping centre is called: Centro Comercial Larios Centro and located at Avenida de la Aurora, 25 in Malaga. You can park there for free if you buy something in one of the shops, you will only have to make sure to be back before 22.00, as the parking garage will close. The walking distance to Malaga centre is about 15 minutes.
A 24hr car park you will find at the train station of Malaga, parking there leaves you to worry about getting back in time.
During the Holy week the center of Málaga will be stuck with traffic jams and very few parking spaces as the Holy week attracts a lot of visitors.
Maybe it would be easier to book a taxi or go by train so you don´t have to worry about parking your car or the intensive traffic jams.