Goals from Tommy Smith and Kim Bo-kyung secured a 2-1 win on a day when promotion rivals Hull slipped up at Peterborough.
But Mackay said afterwards: "It's not becoming ours to lose. Let's be clear on that one, it's a big no.
"There's plenty of games to go and a lot of points to get. The minute you start thinking like that is the minute you start dropping the league.
"You've just got to keep making sure we apply ourselves. We've got to make sure at this time of this season we've just got to keep our heads down and work hard.
"Certainly in January and February, the pitches can be a bit awkward and the weather can be bad and there is the Saturday-Tuesdays.
"You've just got to get your head down and grind the results out. I'm delighted with the boys, playing to the standard they did tonight.
"I'm just delighted we got the win. It's never been an easy place to come and I think that's four away wins in a row for us now too."