The Bluebirds secured one of the most famous victories in the club's history with a stunning 3-2 win over Manchester City in their first top-flight home game in 51 years.
Having fallen behind to Edin Dzeko's superb strike, a close-range Aron Gunnarsson effort and a brace of headers from corners by Fraizer Campbell ensured Alvaro Negredo's late strike was not enough for the 2011-12 Premier League champions.
While Mackay has strengthened the Cardiff squad with the addition of club-record signing Gary Medel, Steven Caulker, Andreas Cornelius and John Brayford, it is largely the same group which secured the Championship title last term.
Some had questioned whether the Scot had enough quality at his disposal to avoid a rapid return to the second tier, but the starting XI that faced Manuel Pellegrini's side included nine regulars from last term.
Mackay said: "I spoke to the players about the fact that they have to believe they belong here. We were undoubtedly playing against one of the top teams in Britain and Europe and a team filled with top, top talent.
"But you want to test yourself against the best. I want to test myself against the best managers, and my players should want to test themselves against the best players in the world and be in the best league in the world.
"They are here on merit, they won the Championship last year and they were out there against City and you saw the belief.
"I have got technically very gifted players, and when we got the ball back we could counter-attack and hurt a team who are a top side.
"The best have come here and we deserved to beat them. That should give the players confidence we are here to compete every week and make sure it will be difficult for opposition to play against us."
Source: PA
Source: PA