Steve Bruce's side will head into the match on the back of a 1-1 draw at Brighton & Hove Albion in the fifth round of the FA Cup on Monday.
The Tigers are currently just three points above the relegation zone, while their Welsh hosts for Saturday are second from bottom.
McGregor believes that the Hull players have to improve on their performance against the Seagulls to pick up a win at the Cardiff City Stadium and enhance their chances of surviving in the Premier League.
"Cardiff is a massive game now, especially with everyone at the bottom end picking up points, the Hull Daily Mail quotes him as saying. "We will have to play better than at Brighton.
"I don't know why but it was a bit flat. Maybe more like we did in the final 15 minutes.
"We played the ball into feet and we need to do more of that.
"It caused Brighton problems. I am not sure if that is because they were tired or what. But our movement and ball possession was better."