Conway was making just his second start of the season, coming in for the suspended Craig Noone, but he ensured the Bluebirds made it 10 wins out of 10 at home this season.
The former Dundee United man had a transfer request turned down last month and Mackay said Conway's goal and performance showed why he wants to keep the player at the club.
"Noone came out and Craig stepped in and looked like a top end Championship player," said Mackay. "I was delighted that his workrate gave him the chance of a goal that earned us the win.
"Craig has worked hard in training and he has had to be patient. There have been good players in there working hard and doing well.
"This season the quality is that much better that we can bring in players who can really make a difference.
"It was always going to be a tough game, there is an expectation on top teams to beat teams down at the bottom and you need to apply yourself properly.
"We went out and applied ourselves in exactly the same way as we have been doing to get the win."