The former Watford and Cardiff City boss was left ruing Adam Forshaw's missed headed in the second half. With the scores at 0-0 the midfielder saw his point blank header saved by Bogdan to keep the game level.
Not long later and Bolton youngster Clough ran free of Forshaw to latch onto Liam Trotter's through pass and chip the ball over Al-Habsi from close range.
“We’re disappointed with the result today, second half I thought we gave a good account of ourselves and did enough to win the game," said Mackay.
“The first half was disappointing because we were too sloppy and gave the ball away too easily, which allowed Bolton too many chances at our goal.
“It was a very evenly matched game, but in the second half we were much improved and I thought we were going to go on and win it.
“Ali Al Habsi and our back three with their performances in the first half gave the team the spring board to go on and have a lot of the ball advanced in Bolton’s half.
“Ali’s saves in the first half were absolutely vital, he kept us level going into half time and I thought he was terrific.
“He took his chance in the team very well today. Ali’s a great guy to have around the squad and the training ground and I think his performance was brilliant.”
Next up for the Latics is a return to league action and the trip to face Birmingham City at St Andrews on January 10th.