The 41-year-old has sympathised with supporters following a week of changes, but is keen to put the behind-the-scenes matters behind him with the Premier League set to resume
The manager's future was thrown into doubt following the dismissal of trusted aide Ian Moody and replaced with 23-year-old novice Alisher Apsalyamov.
The fans have been left in the dark over the reasons behind this change and whether Mackay's stay was in doubt, and Mackay understands their concern.
He told Wales Online: "I do want to apologise to our supporters because I can understand completely what they have been going through.
"I think that is needed. In the two-and-a-half years I have been here I feel I have forged a big bond with the fans and the people of Cardiff in general, they have been fantastic to me.
"So I feel I know what they have been going through. I do regret that their club has been thrown into the limelight for reasons other than our football.
A five-hour board meeting was put in place discuss proceedings, with owner Vincent Tan joining via video link, and reassurances were made over Mackay's role.
Mackay has made sure his players concentrate on the football rather than behind-the-scenes situation with a tough trip to Stamford Bridge to face Chelsea at the weekend.
He continued: "My job is to protect my players, it’s as simple as that. As always I need to support them and make sure they are properly prepared and I will be continuing to do that.
"Our preparations this week, apart from the fact we have had an international break, have been exactly as they always are. We have procedures that we follow and nothing has been allowed to detract us from that.
"I believe as a result of the meeting the club has implemented a number of actions which are going to prove beneficial to all involved now.
"Everyone at Cardiff thought Ian was just a class act and were incredibly impressed by how he went about his daily business. It’s a case I feel now, that our loss is very much going to be someone else’s gain."