Joe Mason, Craig Noone, Matt Connolly and Aron Gunnarsson were all on target as the Welsh club notched up their biggest win in just over two years.
Mackay said: "I'm delighted that after 12 games we're in and around what is going on.
"But I'm acutely aware how relentless and unforgiving this league is as well as how quickly your squad can be decimated by injuries.
"We have had some injuries in the form of Nicky Maynard, Craig Bellamy, Jordon Mutch and Tommy Smith. But other players have come in and grabbed the jerseys."
Cardiff's resolute display particularly pleased Macky as they nullified Burnley's red-hot striker Charlie Austin.
"We've played against the top scorers in the league and top scorer in Charlie Austin so to keep a clean sheet, take our chances and be clinical at the other end, I'm very pleased," he said.
"The goals were excellent, but we could have had more. I'm delighted that the hard work and good play was finished off well with the goals as well.
"We kept going even at half-time at two-nil up. We combated them well, played in between the lines and put them to the sword in the second half."
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