The Bluebirds will take on rivals Swansea City for the first time at the Cardiff City Stadium, with Mackay's side 16th in the Premier League table.
"Sunday is such an important day for myself, my players and everyone involved with the football club," Mackay said in a press conference. "I'm sure this is the one all fans have waited for since promotion.
"I want that little edge a derby game brings with the players. It's something you have to embrace and enjoy. We're playing a team in their third season here. Derby aside, we're facing a mid-ranking side which brings it's own challenges."
Cardiff are currently two points adrift of the Swans.