Goals from Fraizer Campbell, Joe Mason and a Peter Whittingham penalty gave Cardiff a commanding seven-point cushion over Hull at the top of the Championship table.
The manner of the victory was especially pleasing for Mackay as they inflicted a fifth defeat in eight games on lowly Rovers.
"I'm absolutely delighted with the position we're in and this win gives us that little gap with seven games to go," said Mackay.
"I've a group who have been up there for four months to be analysed, criticised, shot at, ignored and studied, but we have stayed in the top position. We have shown a great character and mentality within our team.
"We are fighting every inch to make sure we give our supporters the dream they want.
"The performance and result was very pleasing. We started really well and we were relentless.
"We looked like a team that dominated from start to finish. That doesn't happen too many weeks in this division."