"To have 18 attempts on goal against Holland is sensational, as far as I'm concerned," Mackay told BBC Sport. "What I saw was the future of Scottish football - boys who could handle the ball.
"Tactically they were doing what we asked them, it is an athletic group who worked hard for each other, and want to play for Scotland. They were technically competent against one of the best teams in Europe, whether they are at the Euros or not.
"There was one slip, and they go and score a goal from it. We had a really good amount of chances and on another day, we win the game. People talk about Scotland players not having talent or technical ability, but I wouldn't say that looking at tonight's performance."
Neither Scotland nor the Netherlands have qualified for the 2018 World Cup.