Mackay told BBC Sport: "I think first five minutes we have a fantastic chance we should have scored. We don't and they go down the other end and score theirs. You can't allow teams their chances and not take their own.
"I'm not particularly concerned at the lack of goals, if we weren't creating chances I'd be worried.
"We just need to get back onto it again and be clinical. We scored twice against Manchester United and I know I have lads in the dressing room who will get me goals."
Cardiff are 16th in the Premier League following their defeat.