Mackay also criticised the referee for his decision to disallow a Kenny Miller goal in the second half of the Carling Cup semi-final first-leg tie.
"It's still all to play for. I thought to a man we were tremendous. I thought we dominated play," Mackay told Sky Sports News.
When questioned on whether he was surprised by anything, he stated: "The referee not giving the goal, that was a surprise to me.
"Overall, I'm very proud of them ... we limited the home team to one shot on target."
Cardiff resume domestic duties against Doncaster on Saturday afternoon.