Their Nordic neighbours trail by only one goal coming into the second leg, though, so Jon Dahl Tomasson's Allsvenskan leaders must remain focused if they are to earn a tie with Rangers in the next qualifying round.
Match preview
Malmo have enjoyed a smooth ride since losing their first league game after Sweden's mid-summer break, and ahead of the decisive leg of their second qualifying round tie this week, they sit serenely atop their domestic league in defence of their title.
Having also made it safely through the first stage of the qualifiers earlier this month - by virtue of a tight 2-1 aggregate victory over Latvia's Riga - Di Blae have won three consecutive domestic matches by a cumulative scoreline of 11-0; cruising past Sirius, Degerfors and Mjallby.
Even if Malmo are also clear favourites to progress in Europe, HJK put up a stern fight in last Wednesday's encounter at Eleda Stadion and cannot be discounted despite their 'away goal' no longer holding the significance it once would have.
Jon Dahl Tomassson's side took the lead through Croatian striker Antonio Colak right at the end of the first half, before Roope Riski drew the visitors level midway through the second. Then, with 15 minutes to go, captain Anders Christiansen netted to earn his team a slim advantage to take to the Finnish capital.
Christiansen has returned in peak form having played his part in Denmark's rollercoaster journey to the last four of Euro 2020, and his club coach - a renowned former Danish international himself - now has Malmo on course for back-to-back titles under his leadership.
European progress represents the logical next step for the ambitious outfit, with their front-foot approach set to cause headaches for any continental opponent in the coming weeks.
First, though, they must make it past a resolute HJK Helsinki team which actually edged the possession stats last week, but were unable to create many clear-cut chances to add to Riski's goal.
After they had previously completed a comprehensive 7-1 aggregate victory over Buducnost Podgorica in the first round, dreams of reaching the Champions League group stages for the first time this century started to grow in the camp.
Since they competed alongside PSV, Benfica and surprise Bundesliga winners Kaiserslautern during the 1998-99 season, the Finns have never managed to go further than the third round of qualifying, so will undoubtedly fight tooth and nail to keep their hopes alive at the Bolt Arena.
Though they slipped to a surprise first league defeat of the season before the first leg - going down 2-1 away to lowly Oulu, who had previously won just one Veikkausliiga game - Toni Koskela's men went nine points clear at the top following Saturday's win over Haka.
Like Malmo, they have racked up a significant goal tally in domestic competition this term - registering at a rate of nearly two per game - and goals have come from several quarters of the squad.
It has been Riski, left out of Finland's Euros squad at the final moment earlier this summer, who has led the way in Europe - adding four strikes to the same number of league goals so far - so he should once again pose a threat to the Malmo back four on Tuesday.
HJK Helsinki Champions League form:
HJK Helsinki form (all competitions):
Malmo Champions League form:
Malmo form (all competitions):
Team News
Long-term injury victim Ola Toivonen is Malmo's only confirmed absentee ahead of the second leg, while verstaile Norway international Jo Inge Berget recently returned from injury and featured as a substitute last week.
Berget also made the much-changed XI which defeated Mjallby at the weekend, but Jon Dahl Tomasson is likely to revert to a lineup similar to that which started against HJK last time, setting up in a flexible 4-2-3-1 formation.
Young defender Anel Ahmedhodzic - booked in the first game - has drawn interest from several top European teams, and the Bosnian centre-back should join either Lasse Nielsen or Franz Brorsson at the heart of the defence after missing out on Saturday.
The hosts, meanwhile, have Kevin Kouassivi-Benissan and Santeri Vaananen out of action again, while defender Igor Cukovic - who suffered an ACL injury in the spring and will not return until later this year - is also sidelined. Finland international Daniel O'Shaughnessy, who started each of his nation's three Euro 2020 group games, will therefore lead HJK's back four.
Slovenian winger Filip Valencic and Japan's Atomu Tanaka - now in his second spell at the club - should link up with chief goal threat Roope Riski, whose brother Riku Riski is another attacking option on the bench.
HJK Helsinki possible starting lineup:
Tannander; Moren, Tenho, O'Shaughnessy, Murillo; Saksela, Jair, Lingman, Valencic; Tanaka, Riski
Malmo possible starting lineup:
Dahlin; Bejimo, Ahmedhodzic, Brorsson, Larsson; Lewicki, Innocent; Nalic, Christiansen, Birmancevic; Colak
We say: HJK Helsinki 2-3 (3-5 on aggregate) Malmo
Both teams are attack-minded and like to get on the front foot, so an entertaining end-to-end encounter could be on the cards.
Malmo, however, are demonstrably the better side and their recent flurry of goals suggests there will be no shortage of final-third action for the visitors - meaning they can convert their slim lead into a decisive one and set up a tantalising clash with Rangers.