The England international defender scored the only goal of the game on Sunday as Cardiff prevailed 1-0 against Swansea City in the first South Wales derby to take place in the top flight.
Caulker rose highest to nod home Craig Bellamy's corner in the 62nd minute, but there were no wild celebrations from the 21-year-old out of respect for a club that he spent a season on loan with in 2011-12.
Mackay has praised Caulker for deciding to leave London club Tottenham in July in search of regular first-team football at Cardiff, who are 12th in the Premier League following victory over Swansea.
"I couldn't believe we actually got him, not for the price (believed to be around £8million) we ended up paying," he said.
"He was very brave to step out of Spurs and walk away from being a squad player and coming over and, with respect to us, dropping down to us.
"But I think he did it knowing that it was with the best intentions for his football career and not his pocket, and I think that gives him great credit.
"It's for the good of his career and his England future, and I think he will have a long one, that he's here now and he's captain at 21 or 22 years old and playing regularly at a high level to a high standard.
"We knew we had done our homework on him and we were able to go and deal with (Tottenham chairman) Daniel Levy in such a good fashion, who was excellent to deal with, and we knew it was going to be a good signing for us."
