The Welsh side remained seven points clear at the Championship summit but it was the behaviour of referee Eddie Ilderton and Posh striker Dwight Gayle that irked Mackay.
Aron Gunnarsson had opened the scoring for Cardiff but two late spot-kicks by Grant McCann turned the contest on its head. Posh also had three other strong penalty appeals turned down by the referee.
Mackay said: "I spoke to the referee at half-time as I was concerned their lad Gayle was going down almost every time one of our players went near him.
"The crowd seemed desperate to see penalties given and I guess they got their wish in the end. I have watched the two penalty decisions several times. Don Cowie won the ball for the first one and Gayle was on the way down before Matt Connolly had even challenged him for the second one.
"Both are poor decisions and I'm hugely disappointed to leave here with nothing. My goalkeeper has had nothing do either side of the penalties. We also had a strong handball shout of their own that the referee didn't even give a second though to. I find that incredible.
"But my players have shown terrific character to be top of the league for four months and bounce back from any setbacks they have suffered. I have no doubt they will do that again in our eight remaining games."
Regarding the comments on Gayle, rival boss Darren Ferguson said: "I get on really well with Malky but I wouldn't speak about Cardiff players like that and he shouldn't do it about mine.
"What he has said is not right anyway. Dwight is not that sort of player."