While the Swedish champions were dumped out by Lithuanian side Zalgiris, their opponents let a first-leg lead slip and were also demoted to Europe's second-tier competition.
Trailing 1-0 from the first leg of their second-round Champions League qualifier in Vilnius, last week Malmo locked horns again with FK Zalgiris on Swedish soil, with confidence that they could turn the tie around in front of their own supporters.
However, the Allsvenskan champions went a further goal behind before the break, and ultimately slid to a 3-0 aggregate defeat, with captain Anders Christiansen being sent off for good measure.
While their conquerors now going on to face Nordic neighbours Bodo/Glimt in the third round, Malmo must now dust themselves off and go again in the Europa League.
Milos Milojevic's side are also playing catch-up in defence of their domestic title, and though they are within three points of the Allsvenskan summit following Saturday's 3-1 win against Sirius, they sit fifth in the standings after 16 games of the current campaign.
It has been a rocky start since Milojevic took the reins from former coach Jon Dahl Tomasson, who led the club to successive league titles and last year's Champions League group stage before departing for Blackburn Rovers, and the 22-time Swedish champions are enduring a transitional period.
Having lost Tomasson, star striker Antonio Colak and defensive mainstay Anel Ahmedhodzic to British clubs over the past few months, Di Blae may now be more closely suited to a competition in which they reached the knockout rounds back in 2020, after storming through as group winners.
By contrast with the former European Cup runners-up, F91 Dudelange - who, as their name suggests, were only formed in 1991 - have very little continental clout to offer.
Last season's Luxembourg National Division winners had hopes of progressing towards a dream first appearance in the Champions League as they took a first-leg advantage back to Stade Jos Nosbaum last week, but were unable to capitalise on an away win against FC Pyunik of Armenia.
Despite going 2-0 up on aggregate midway through the first half, Dudelange leaked four subsequent goals to crash out ignominiously, and they now drop down to Europe's second tier tournament.
Not set to begin their domestic campaign until Sunday, Carlos Fangueiro's men have been able to fully concentrate on UEFA competition, and they previously put out Tirana in the Champions League's first qualifying round.
The first ever club from Luxembourg to make it through the preliminary process in 2018, Dudelange also competed in the group stage of the Europa League the following season. Eliminated by Irish side Bohemians in last year's Europa Conference League qualifiers, though, they start as definite underdogs against Malmo.
Malmo form (all competitions):
F91 Dudelange form (all competitions):
Malmo's week went from bad to worse on Saturday, as recent recruit Mahame Siby was seriously injured in the Allsvenskan encounter with Sirius - the French midfielder has since undergone surgery and will miss the rest of the season.
Not only is the hosts' star signing sidelined, but their problems in central midfield are compounded by Anders Christiansen's suspension and Oscar Lewicki's ongoing absence through injury.
Another summer acquisition, Moustafa Zeidan, is therefore set to feature in the engine room; veteran striker Ola Toivonen should lead the line up front, with support from Veljko Birmancevic - Malmo's leading scorer last season with 12 goals.
Dudelange, meanwhile, tend to a favour a 3-4-1-2 formation away from home, with Samir Hadji and Mohcine Hassan joining forces up front - last season's top scorer Dejvid Sinani provides a goal threat from in behind.
Experienced campaigner Mehdi Kirch will again captain the visitors from wing-back, at the start of his fourth season at the club.
Malmo possible starting lineup:
Dahlin; Beijmo, Hadzikadunic, Moisander, Knudsen; Pena, Rakip; Berget, Zeidan, Birmancevic; Toivonen
F91 Dudelange possible starting lineup:
Fox; Diouf, Da Costa, Skenderovic; Ouassiero, Bojic, Morren, Kirch; Sinani; Hadji, Hassan
We say: Malmo 2-1 F91 Dudelange
While it cannot be ruled out that Malmo's woes could continue against another unassuming opponent this week, a squad with plenty of European experience should take at least a one-goal lead to Luxembourg.
Dudelange can be vulnerable defensively, as evidenced by their second-half collapse last time out, and are likely to concede more than once.