The Welsh capital hosts a Barclays Premier League game for the first time and Mackay wants supporters to turn the stadium into a fortress.
"We have got to try and make our stadium a fortress," said the Scot.
"We have to make sure that it is a tough ask for any team that comes down to our stadium.
"I have no doubt the way our fans will be this season in terms of their ferocity, support and passion for our club and the way our stadium is, it will lend itself to noise, like we had last season.
"We will have tough teams coming, top teams coming here and it will be a test for us. But we are relishing that."
Mackay, whose team lost to West Ham on the opening day of the season, is aware of just how difficult a proposition City will be given their 4-0 destruction of Newcastle on Monday night.
"I thought they were excellent on Monday," he said.
"After 20 minutes it was slightly slanted because of the sending off and they played a slightly different formation obviously, but at the same time, the players playing out there were excellent.
"I look at the players they have coming off the bench and the impact they have as well. They are a top team.
"It's nice to get back to our home ground but we realise that we are playing one of the top teams in the league and there is a task ahead of us.
"But after Monday night you see the way that team played, they are warming to their new manager quite quickly. So we realise the task in hand."
Mackay is still hopeful of making further signings during the transfer window but has ruled out a move for Paris St Germain's former Liverpool midfielder
"We are trying to do more business before the window closes but I think we are in the same boat as every other team at the moment," he added.
"We are trying to find the best players we can but we will only bring someone in if we think that player can improve us. But that player is not someone we are looking at."