Barcelona's superb week continued following a late 2-0 win over Real Zaragoza on Saturday.
Frank Rijkaard's men were in blistering form in their UEFA Champions League success over Chelsea on Wednesday and have now followed that up with another success.
The game was not without controversy however, with Samuel Eto'o threatening to walk off due to racist abuse received from home supporters at Estadio La Romareda.
The games was heading for a draw until Albert Celades handled Edmilson's goal-bound shot giving the visitors a penalty.
Former Barca man Celades was sent off and Ronaldinho stroked home the penalty after 79 minutes.
The game was over minutes later when Henrik Larsson netted from close range to ensure Barca took home all three points.
Atletico Madrid heaped more misery on Malaga, hammering them 5-0 on Saturday.
Atletico jumped into seventh place thanks to the win, while sorry Malaga remain rooted to the foot of the Primera Liga.
Fernando Torres (6 & 9) got the home side off to a flying start and Maxi Rodriguez (40) secured a comfortable 3-0 half-time lead.
The massacre was completed by Juan Valero's second-half brace, his goals coming after 66 and 90 minutes.