The leaders needed substitute Rudy Gestede's header in the third minute of added time to cancel out Michael Keane's opener and salvage a 1-1 draw.
Cardiff have collected just five points from their last five matches but Mackay praised the resilience of his side, who now lead second-placed Hull City by four points.
"To get a goal is relief when you are a goal down with a few minutes to go," Mackay said.
"But it was just reward for the way the team kept fighting to the end. We had a never-say-die attitude to knocking on the door.
"There are no givens in this division and I don't expect any between now and the end of the season.
"You only need to look at the results in other areas to see that everyone is cutting each others' throats. It's a dangerous division.
"But what pleases me about my team is they fight to the very end no matter what. We're still picking up points. You've got to work for every point and we've added another towards our total with one game less."