Malaga, Spain to the South of Portugal

Look at the Vueling airline for possible flights. See if the prices and times meet your needs.

You can fly nonstop from Malaga to Faro on Tap Air and Air Europa.

It's a 255 mile drive to Faro, and you could go by buses. 2-3 different buses.

You'll have to check with the airlines to see if there are any non-stop flights between the cities.

I believe that there isn’t a rail connection between the southern Spain and southern Portugal.

Years ago, I did a bus ride between Seville and Lisbon. It’s a long trip, so my companion and I broke it with an overnight in Tavira. Since Malaga is further from the border, I’d advise taking a plane.

There are two coaches a day from Malaga Railway Station to Faro Airport, change in Seville, run by Alsa-
https://www.alsa.com/en/web/bus/home
The journey time is 6 hours, and the afternoon coach extends to Faro Railway Station.

Fares start at 35 Euro.

You could take a train from Malaga to Seville if you wanted, change to coach but that seems pointless.

For completeness it is possible to go from Malaga to Faro, but only for those feeling pretty adventurous and without heavy luggage. Train to Seville, then change for a train to Huelva.
Local bus from Huelva to Vila Real de San Antonio (Portugal) then CP local train to Faro.
Coach makes the most sense, followed in priority by air.

Thanks for all the replies...Turns out I could not find any flights out of Malaga to Faro. We think we might fly to Lisbon from Malaga and then drive down to Faro.....Thanks again

There are direct buses from Lisbon to Lagos (3h 45m).

And trains as well.
It feels like a long way round to fly to Lisbon, then drive/train/coach back to the Algarve, when there is a direct and almost faster alternative.
Alsa are part of the British National Express Group, but that is the OP's prerogative, to take their own route.