Mackay's Cardiff, who were crowned champions of their division almost two weeks ago, snatched a 2-2 draw thanks to Nicky Maynard's penalty five minutes into injury time.
Hull themselves had been awarded a late penalty when they led 2-1 only for Cardiff keeper David Marshall to save Nick Proschwitz's strike.
The equaliser almost scuppered Hull's chances of reaching the top tier of English football but the only team that could have denied them - Watford - were beaten 2-1 by Leeds at Vicarage Road where Ross McCormack netted a 90th minute winner.
Mackay said: "We got the goal back which I think we thoroughly deserved.
"We got off the pitch and allowed Hull to have their day, because this is Hull's day. We got a point and got out of here but congratulations to Steve Bruce and Hull today.
"There's no way I wanted to lose the game and I don't think we deserved to lose the game.
"In Nicky Maynard, Fraizer Campbell and Rudy Gestede I've brought three strikers on at the end trying to win the game.
"But I don't think Steve expects anything different. Steve didn't expect any favours from me today and didn't get any."