Mackay saw his Cardiff side lose their unbeaten start to the season on Tuesday when Brighton won at the Cardiff City Stadium but he is of the opinion that our parachute payment is something that will put us under extra pressure.
"Burnley has never been an easy place to go," Mackay said. "They played very well on the first day of the season against Watford and I think them not playing this week will help them and we have to be ready for them.
"The season before last they came down from the Premier and were fancied to go back up. They've still got parachute payments and are seen as one of the strongest squads. You'd have to ask Burnley how big the parachute payment advantage is. It's reward for them going up and it is the system so we have to play by it."
He added: "I won't go overboard (following the Brighton defeat), we've just got to be consistent and cut out errors. We were organised enough against Brighton, we need to take chances at Burnley."
That home game against Watford brought us our only point in two games so far but Howe is now ready for that first win to kick start the season.
"I think we need that first win under our belts, just to give us that confidence to move forward," he said. "I don't think we are far away. I've said that to the players and I genuinely believe it.
"In all the games we've had this season we have had moments when we've looked a very, very good side. We've had moments where we need to do better but I don't think we are far away from clicking into gear and getting our season going."
Looking at our opponents, Cardiff, he added: "They have had a few changes there. They have a new manager and several players have gone out and several players have come in.
"We went to see them on Sunday against Bristol City and on the day they were excellent and deserved to win. They then lost in mid-week which just goes to show there are no easy games in this league and anybody can beat anybody.
"Several teams have made good starts and several teams have stuttered. It's still early days. It shows that everyone is competitive. We have to make sure we concentrate on our jobs and go into the games with confidence because we are a good side and I don't think we are far away from where we want to be. We have to put it together."