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."
And Villa boss Paul Lambert said:
"We were excellent, you look at the team out there - we have two young kids from the academy which shows how stretched we are.
"We have lost a lot of players so the break has probably come at a good time, but I thought we were excellent."
Before Bacuna opened the scoring with 14 minutes left, Villa had gone seven-and-a-half hours without scoring, but Lambert was not concerned.
"You can hear the crowd getting edgy and that is the last thing you want, but credit to the players they battled and they were very, very good," he said.
Paul Lambert was delighted with his side's performance and patience, as they beat Cardiff 2-0 at Villa Park.
"The games where we haven't scored we have been well in the game, the chances are always getting created.
"I thought we deserved to win the game, Malky has done a great job at Cardiff and I knew it was going to be a tough game.
"We are doing very well at the moment, and we are very pleased.
"We have a tough game against West Brom [after the international break] but hopefully we will have two or three lads back, the ones out are big players for us."
Lambert hailed Bacuna's strike, a wonderful 25-yard free-kick which broke the deadlock.
"I thought his one against Manchester City was first class, but this one was by the post and we knew he could do it, he has done it in training enough times and it was a fabulous goal."