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Smoking is only permitted in designated areas outside the terminals.
2025, September update from Junior.: Just an update about AGP "Málaga - Costa del Sol" airport. There is a smokers room near gate D72 (the only one in airport, I asked airport information desk) I was there today. Here's a picture of the door and gate to help location of the room.
There was several smoking areas in the terminals, but recent reports seem to suggest they have been closed. This is now confirmed by fellow traveller Brigitte on the 12th November 2017.
For connecting flights you must enter Spain and smoke outside terminal then go through Security again for your flight.