Mackay was sacked on Monday following Wigan's 2-0 loss at home to Derby County, which left the 2013 FA Cup winners eight points adrift of safety in the Championship table.
Former Scotland centre-back Caldwell, 32, has been at the club since signing from Celtic in 2010 and retired from playing in February due to a long-term hip injury.
"We are in a really tough place at the moment, but we will approach the next five games with only one thing in mind: to win," Caldwell told the Wigan website
"After that, we will assess where we are and move on."
Source : AFP
Source: AFP