The Bluebirds face off with their fierce rivals Swansea at Cardiff City Stadium, in a game which has been eagerly-awaited by both sets of fans and will have the eyes of a huge global audience fixed on it.
The Scot admits there is no point in trying to downplay the significance of the fixture, and it is one he is looking forward to.
"It's not just another game and I would be lying if I said that," he said.
"It's only three points and it's another Premier League team coming to the stadium, but there is a lot of importance attached to the game as it's the first time we have played each other at the top level in the Barclays Premier League.
"It's very special for everyone in south Wales, and ourselves and Swansea so it has absolutely got a little extra bite to it and that's something that helps people.
"I know the passion of our fans and what the atmosphere in our stadium is like but I don't think it is going to touch the sides of what we will feel Sunday, it will be an incredible atmosphere when the players walk out.
"I think it is something all our fans have looked forward to since we were promoted and it does hold that extra special edge."
The Bluebirds enter the game on the back of a tumultuous few weeks which have seen Mackay's head of recruitment, Iain Moody, dismissed and replaced on an acting basis by 23-year-old Kazakh Alisher Apsalyamov.
Apsalyamov has no known experience in top-level football and Press Association Sport understands he is not currently operating for the Bluebirds in an official capacity, but retains the position while the Home Office investigates his work permit situation.
Mackay does not believe the issue will have an effect on Sunday's game, but when asked if the Apsalyamov situation surprised him, he said: ''Nothing surprises me, it's just something the chief executive can get on with and deal with. Nothing surprises me, my focus is on my team.''
He added: ''We have waited 51 years to get to this position and be in the Premier League. I won't let anything else get in the way of that.
''There is a lot of stuff going on around about it, but my job is to manage the team, be proud of my players and prepare them in the best way possible, so myself and the staff and players are focused on the routine of the week.
''If you don't have that and take your eye off it and start thinking about other matters, that's when you get punished and I won't let anything else get in the way of my determination to do the best for the club on the pitch.''
But Mackay refused to comment on a report that striker Etien Velikonja, who joined from Maribor last summer, was signed by owner Vincent Tan without the approval of the Scottish manager.
Velikonja is not part of the Bluebirds' 25-man Premier League squad.
Mackay said: ''I am not going to talk about individual players and the recruitment of individual players.
''I am here and will answer anything you want concerning Sunday, it's too big a day for me and our football club and players in terms of everything that goes with it for me to start the background noise.
''There is enough of that already with everyone else and I have a steely determination concerning my group of players and it is absolutely wrong of me to go in and start talking about individuals and their own circumstances.''