Cardiff suffered their biggest home defeat for 14 years in losing 4-0 to Hull, their third successive Barclays Premier League game without a goal, to leave them one place and one point off the foot of the table.
On the back of the hammering, Bluebirds manager Ole Gunnar Solskjaer announced the cancellation of a warm-weather training trip to Abu Dhabi, although insisted it was not as punishment for the loss.
The defeat, though, was severely damaging for the club's survival prospects as Mackay said: "It was a real disappointing result at the weekend, a bit of a shock."
Speaking on talkSPORT, Mackay added: "With Aston Villa last week, Hull at the weekend and the game at Swansea, you would be hoping for results to pick up points, rather than (in forthcoming games) away at Tottenham and Everton, two very strong teams.
"So it is going to be hard (to stay up). It was always going to be tough, to be honest with you, but it has been made slightly tougher."
Mackay knows only too well how Solskjaer will be feeling at present, with the former Manchester United star trying to come to terms with the demands of his first job in English football's top flight.
Mackay, controversially sacked in December prior to Solskjaer's arrival, added: "It's how you respond, how you pick yourself back up, how you pick players back up.
"It's going back in on a Monday when you've had a dreadful weekend, feeling awful, with the game going through your mind every minute of the day.
"You're thinking about what you have to talk to the press about, what you say to your chairman when he phones you.
"Really, it's about getting the players ready again for a game in a few days' time."