The Seagulls put a dampener on Mackay's 41st birthday celebrations as goals from former Swansea midfielder Andrea Orlandi and Jose Ulloa condemned Cardiff to just their second home defeat of the season.
But Mackay was less than impressed by referee Keith Stroud's decision not to point to the spot when Craig Bellamy appeared to be brought down in the box by Brighton defender Adam El-Abd only for a free-kick to be awarded.
He said: "I spoke to the fourth official about it and asked him the ruling.
"Their player was inside the area and Craig Bellamy was on the line on his way in, and the ruling is that is a penalty.
"On the line is inside so unfortunately the referee got it wrong.
"I thought he had a good game tonight, but it was a key decision and he got it wrong."
But Mackay was also disappointed at Cardiff's inability to turn pressure into goals as Bellamy, Craig Conway, Aron Gunnarsson and Fraizer Campbell all spurned excellent chances.
He said: "In the first half, we had four or five good chances to their one, and despite the goal before half-time we came out in the second half and penned them in and ended up with 22 attempts on target, which is incredible."