The 32-year-old, who moved to the Welsh outfit from West Bromwich Albion in the summer, faced his critics when he tried to orchestrate a move to Queens Park Rangers last January.
The Nigerian international was unsuccessful in his bid to join Loftus Road as West Brom never gave him their official permission to speak to the now-Championship outfit.
"He's an intelligent man who speaks four or five different languages, has been smiling since he came here, is really talented and desperately wants to do well here," Mackay said in a press conference.
"He is a joy to work with and a really good signing for us. If he hadn't been the right sort of character we would not have signed him."
Odemwingie recently admitted that he regrets the way that he left the Baggies.