Speaking to the club's official website after the game Mackay said: “I’m really proud; proud to start here today but very proud of the performance, I thought they gave us everything.
“The hairs on the back of my neck were up with the terrific welcome I got and I’ll be forever grateful for that, no matter what happens.
“My dad and my little boy were here today and, going forward, today will be forever special for the fact that the Wigan people and Wigan Athletic fans welcomed me into their town like that.”
In terms of the action Mackay was pleased with his sides performance against a very good Middlesbrough outfit.
“Bearing in mind that we were playing against a top team in this division, and a team that has been on a very good run and been together for a good period, I thought we really played well today,” he added.
“We dominated in parts, had three or four terrific chances to win and limited them to very few chances on our goal.
“Emmerson Boyce had a chance with the header that he knows he should probably have done better with and Barney [Leon Barnett] had the one that hit the post and the scissor kick as well as Chris [McCann] with the one at the end that he blazes over.
“Overall I thought they worked very hard and, playing against a team of that level, I’ve got to be very happy."
The Latics face Sheffield Wednesday next weekend as Mackay will look to get his first win as Latics manager under his belt.