The Championship leaders looked set for a third defeat in four games when Conor Sammon gave Derby the lead with 15 minutes remaining but substitute Craig Noone's header minutes later salvaged a 1-1 draw.
Cardiff's lead at the top has been cut from double digits to just five points but Mackay played down talk of late-season jitters.
"You have to play the team in front of you. It's not always going to go the way you want it to be, everyone is fighting for everything in this league," he said.
"If there were nerves surely we don't come back at the end, score the goal and nearly get the winner.
"It's about trying to be the most consistent team in the league. We came back and got another point and it's one game less to play.
"The high 80s, or low 90s (points) invariably gets teams promoted automatically. We know where that area is, we just have to focus on our own job, our own points and eventually the games run down."