"I thought to get the clean sheet, play as well as did and create as many chances as we did, I'm delighted.
"We were all disappointed with the way we conceded goals [at the Hawthorns) and the squad are learning every week.
"They trained hard this week and it's great to see it work on the pitch and applying themselves the way they did as well."
Although his side appeared in complete control at the break, Mackay did not share the comfort probably felt by the majority of Watford fans.
"I don't think 2-0 is a comfortable lead," he said. "It's one of those ones that can always be pressure and I think Scott Loach's save with 10 minutes to go was fantastic. But I do think our back four were incredibly resilient today.
"They stood up to every challenge that experienced Preston forwards threw at them. "But not just the way we nullified it, but the way we threatened in the second half as well.
"I thought we had some great chances and but for some good defending and goalkeeping it could have been another couple."
Preston boss Alan Irvine branded his side's first-half performance as "awful".
"We were second best all over the pitch. In the second half we were better, but we couldn't have been any worse and I thought it was a poor performance."
The manager admitted his side "struggled" even before they fell behind in the ninth minute.
"We started the game poorly and it was a very poor first-half performance from us. We didn't do the things that we need to do. We know what we need to do to win games in this division and we didn't do them.
"We can only win games in this division by being properly organised, by everybody knowing their jobs, by everybody doing their jobs, by everybody competing, by everybody working hard and we didn't do it. We were second best all over the pitch and we won't win games if we're like that.
"We did get better in the second half but it would have been very difficult to get any worse."