The Bluebirds beat West Ham United on the opening weekend and followed the victory up with a 3-1 win against Bristol City on Sunday.
"I'm really delighted with the way we started," said Mackay. "The work-rate from the first minute and the way we pressed them.
"I was so pleased with the way we made them make mistakes and scored the goals we did in the first-half."
Mackay also gave praise to the players and their efforts in training.
"The lads are taking on board the things that myself and the coaches are trying to apply and that's hard work every day at the training ground so that they get the point that they are physically able to go about their job like they did today," he added.
The Blues' next game sees them take on newly promoted Brighton & Hove Albion at Cardiff City stadium on Wednesday, August 17.