The 20-year-old Danish striker, who joined the Bluebirds from FC Copenhagen for £8m in the summer, is yet to start a Premier League game for the team.
"He is here for the long term. It's about him developing his awareness with the first team," Mackay told The Mirror. "He was unlucky to suffer an injury [in pre-season] but he was never going to be ready to hit the ground running.
"We paid a club record but £8million is not a lot for a striker in the Premier League. A striker who is ready to hit the ground running, like Roberto Soldado, would cost more than £20m."