"Yes, it was the second defeat on the trot but you take that result and you look at the game and look at the performance of our team, and we deserved something from the game," said Mackay.
"If the players go into games with that sort of confidence, that belief and ability and play the way they did, we will win more than we lose this season. That gives me great faith."
Watford will check on on-loan Arsenal midfielder Henri Lansbury (hip flexor) after he was forced off at the weekend but must make do without striker Heidar Helguson, against his parent club.
Three points for either side at Vicarage Road tonight will secure a play-off position - for 24 hours at least.
And QPR manager Jim Magilton has challenged his players to show their character following a weekend humbling on their own Loftus Road turf.
Middlesbrough's 5-1 win left the west London club with just one win in six Coca-Cola Championship matches.
"Let's see what we've got," said Magilton. "I will expect a response and so will the supporters.
"This was, I hope, part of a learning curve for this group of players. We certainly need to do better.
"If you give the ball away against good sides, you'll be punished. We've handed out a few beatings this season and now we have to learn from this beating.
"It's all about learning lessons. It's wonderful to play expansive football and get the plaudits, but it sometimes takes a result like this to learn about your character."