Marshall flung himself to his left to keep out a goalbound header from Shane Long with four minutes remaining at Cardiff City Stadium, earning himself further plaudits during what has been a very impressive start to life in the Barclays Premier League.
The 28-year-old has been outstanding for the Bluebirds, and prior to the weekend's action he had made the most top-flight saves of any keeper, with 11 of his 61 stops coming during an astonishing personal display in the 1-0 defeat to Tottenham in September.
And Mackay admitted the standard of Marshall's displays meant he had not been too concerned when Long's header made its way towards the Cardiff goal.
"I didn't fear the worst because I knew my keeper would save it," said the Scot.
"Shane Long is someone who has scored regularly and he got hold of it well. But David Marshall has been immsense for me, that was a top, top save.
"He was the best goalkeeper in the Championship last year and had certain challenges last season in terms of his ability getting back in the Scotland squad and being the number one goalkeeper in the Championship. Now we are seeing he is a proven Premier League goalkeeper.
"He has done a lot of work with our goalkeeping coach Jim Holman and we have a real belief in him and he brings a calmness to our back four which is noticed as well because the back four were tremendous again."
Mackay also had words of encouragement for winger Craig Noone, who produced a lively display against the Baggies and provided the cross for Peter Whittingham's winner.
Noone has had to wait for his chance to impress this season, but Mackay said: "He is someone I love having at the club, and he has a real love for football.
"He has had to bide his time, he has got great potential to be a Premier League player.
"He knows he has got a lot to add to his game but in that final third he can be unplayable at times and he caused West Brom all sorts of problems."
The victory also gave striker Peter Odemwingie success against his former club, who he left with some ill-feeling after his infamous drive to try to complete a move to QPR in January 2012.
But the Nigeria international insisted he has nothing against Albion.
"I understand their reactions still, I was one of their players," he said.
"But you can see I had no problems with the players. I miss them as people, they were part of my success. In the end it wasn't possible for me to stay. I still had more good than bad, I just needed to change clubs and it doesn't always happen in the nicest way."
Cardiff have given themselves some valuable breathing space to the bottom three, and Odemwingie believes it is vital they press on during the busy Christmas period.
"It will be the most difficult time for every club. There are a lot of games, you get a few injuries and other people have to take over.
"As a group we are very strong, and we just spoke that if we can be as happy with a performances as we are on this occasion and fight for every point. We have had performances against the big clubs and that can inspire us."