Cornelius is the club's record signing after moving to Cardiff for £8m from Copenhagen, but after being blighted by an ankle problem, Mackay has insisted that the Danish forward must bide his time before getting an opportunity to replace Fraizer Campbell in attack.
The 41-year-old told Wales Online: "He has to grab the jersey from the player who has it right at this moment and that's Fraizer Campbell, who is playing well.
"Andreas is a young man who has only had a few weeks back in training with the group after an injury. He is desperate to get back in and he has been thrown in a couple of times as substitute.
"But we have to bed him into first-team football slowly. He has an awful lot of potential for the future and that is what we will work to bring out."
The 20-year-old could feature from the substitutes' bench when Cardiff face Crystal Palace at Selhurst Park on Saturday.