The Seagulls put a dampener on Mackay's 41st birthday celebrations as goals from former Swansea midfielder Andrea Orlandi and Jose Ulloa condemned Cardiff to just their second home defeat of the season.
The Scot was less than impressed by referee Keith Stroud's decision not to point to the spot with his side 1-0 down close to the hour mark. Craig Bellamy appeared to be brought down in the box by Brighton defender Adam El-Abd, who had already been booked, but the official awarded a free-kick on the edge of the area.
He said: "I spoke to the fourth official about it and asked him the ruling. Their player was inside the area and Craig Bellamy was on the line on his way in and the ruling is that is a penalty.
"On the line is inside so unfortunately the referee got it wrong. I thought he had a good game but it was a key decision and he got it wrong."
Mackay was also disappointed at Cardiff's inability to turn pressure into goals as Bellamy, Craig Conway, Aron Gunnarsson and Fraizer Campbell all spurned excellent chances.
He said: "In the first half we had four or five good chances to their one and despite the goal before half-time we came out in the second half and penned them in and ended up with 22 attempts on target, which is incredible.
"I thought the goal was coming to be honest, because of the pressure we were having but, it was one of those nights where the goal led a charmed life. Some of our finishing was poor and there were sometimes it was not the keeper keeping it out."
While Cardiff may now have cause to glance over their shoulders, Brighton strengthened their play-off hopes and assistant boss Charlie Oatway praised goalkeeper Tomasz Kuszczak's inspired display.
"We were fortunate to get him as I think he is a Premier League player and he is one of the best keepers outside of it," he said. "Hopefully he keeps giving us performances like that. If you are going to achieve anything in this league - or any league - you need a good goalkeeper."