"No, it's not talk from within the club [about Blake leaving]," Mackay told BBC Sport.
"It might be on websites, but certainly there's no talk from within the club."
Blake impressed when he came on as an 18th minute substitute during their 1-1 draw at Watford on Boxing Day.
The 23-year-old defender replaced the injured Kevin McNaughton when the Scottish full-back went off with a calf injury.
"I thought Darcy did well when he came on," said Mackay.
"He wants to play like every player at the club and you never know when you get your opportunity and that being the case you've got to be right and ready for that opportunity.
"And I think Darcy will be the first to admit that he's not been right and ready for that opportunity arising."
Blake is on standby for Cardiff's Championship clash with Nottingham Forest on Saturday but McNaughton is expected to be declared fit for the New Year's Eve fixture.