The Scot insists he is not fazed by the Bluebirds' stuttering Premier League form and believes managers can change their situations quickly with a run of good results
The Scot witnessed his side pick up their first victory in six attempts in the Premier League with a 1-0 triumph over West Brom at the Cardiff City Stadium on Saturday.
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That result cost Steve Clarke his position as West Brom head coach, as he became the fourth manager in the Premier League to leave his role this season.
"The pressure was piling up on Arsene Wenger in week one after [Arsenal lost to] Aston Villa," Mackay told reporters.
"Pressure was piling up on a couple of weeks ago on Alan Pardew and Newcastle are sitting just outside the Champions League spots in the league.
"So you don't get too high or too low about it. It's about making sure I know my job and I know my team and how well we're playing and their performances. That's what you hold true, anything after you can't control."
Cardiff's triumph over West Brom lifted the Welsh outfit into 14th position in the table, with the fixture marking Craig Noone's first start for the club this season.
The 26-year-old put in an assured performance and provided the assist for Whittingham's winner, and Mackay was thrilled with the winger's impact.
"Craig is someone I love having at the club," he added. "He's got a real enthusiasm for football. He's got great potential, he knows he has to add to his game but sometimes he can be unplayable.
"At times on the wing he really caused West Brom problems."