Goalkeeper David Marshall was in inspired form as the Welsh visitors maintained their eight-point automatic promotion cushion with only six games remaining.
The Hornets pushed hard for the much-needed win in a pulsating finale but had to settle for the spoils leaving them three points behind second-placed Hull.
"I'm very pleased with the intelligence of my team's performance," Mackay said.
"We came away from home and kept a clean sheet against the highest scorers in the league. But for Troy Deeney's header and a good save, I thought we kept them very quiet.
"We kept a clean sheet, it's our 16th of the season, I thought we started really well, we passed it really well and in the second half they obviously had to come at us and were chasing us. They were at home, they needed to win.
"So I thought it was a real dogged and intelligent second half in terms of the way we played and stopped the spaces in behind us. You can always create chances, you can always lose goals.
"I thought (Manuel) Almunia made a fantastic save in the first half from Kim (Bo-kyung) and David Marshall made a great save from Deeney in the second half."
Mackay added: "To be challenging at the top of the league I think you need a bit of everything in this league.
"You need experience, you need energy, you need youth, you need goalscorers, you need clean sheets, you need a mixture of it all."