A stunning free-kick from Leandro Bacuna and a Libor Kozak header were enough to see off a spirited Cardiff at Villa Park, although Mackay refused to question the commitment of his side.
He told Sky Sports: "I was delighted with the way we were playing.
"We had had a lot of possession with the ball and kept Villa to playing long-range stuff and I thought we looked comfortable."
Depsite their bright start, though, Cardiff struggled to break the dealock and were made to pay when Bacuna lashed home a second-half free-kick.
Mackay added: "It was obviously a free-kick at this level and certain specialist players can do that and he did.
"I'll take nothing away from the free-kick it was a top goal.
"Obviously (after the goal) they then got behind the ball and we had to go and try and press and get back into the game again.
"I'm disappointed because to come up to Villa Park and play the way we played gave me real pride in them."
And the Mackay remains adament that his side's performance is evidence that Cardiff can compete in the Premier League.
He said: "Overall looking at the performance, it was good, and to come up to away grounds, especially places like this, and to play the way we did, over the course of the season we'll be okay."
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