The 29-year-old has joined Portsmouth for an undisclosed fee after the South Coast club came in at the 11th hour to snatch him from underneath the radar of Reading.
Mackay told the Watford Observer: "On a personal level I am delighted he has landed a move back to the Premier League. As a manager I wanted to keep him but circumstances dictated he has moved on.
"I hope he goes on and shows everything he has shown me over the last two or three years and I am sure he will be a success.
"Considering all the speculation surrounding him, he has conducted himself very well and has shown over the last two or three weeks a high level of performance."