Defeat at the hands of Dundee - combined with Dundee United's own last gasp victory over Aberdeen - saw Killie fail to book their place in the top six ahead of the league split. Every team who did make the cut - other than champions-in-waiting Celtic - are now vying for a European spot.
But, despite their own ambitions being limited to seventh place at best, McKenzie insists Kilmarnock's players will be motivated for Saturday's visit of Hearts. The forward said: "It was a tough few days after the game against Dundee but we've had a break since then. It's not forgotten about but we are just focusing on the Hearts game now.
"A lot of people are saying there is nothing to play for but I don't see it that way at all. We've got players playing for contracts and there is still a lot of money to play for in terms of places in the bottom six. So I see the game against Hearts as a big game."
Kilmarnock boast a 100 per cent record against the Jambos in their previous three meetings so far this term and McKenzie sees no reason why their record should not continue.
He said: "We are confident. We have had a good run against Hearts this season and we have been doing well so hopefully it continues on Saturday."
The disappointment of missing out on the top six was clearly still raw for Kilmarnock number two Jimmy Nicholl. But, with extra cash at stake for a higher finish in the table, he told his players they have no option but to get their "football heads" back on for the rest of the campaign.
He said: "If they've been trying to get over their disappointment, I hope they've tried hard enough because they better be over it. We are all in the same boat - Hearts, Hibs, Aberdeen. We are so disappointed at not making the top six.
"You look at the two different scenarios. We know Celtic will win the league but every other team is going for a European place.
"They are all good games, with good crowds and a good atmosphere. Now, all we are faced with is hoping to finish seventh. But we've got to get ourselves going again for the benefit of the club."