Cardiff completed the signing of Tottenham defender Steven Caulker yesterday.
"We've been linked to a few players," Mackay told talkSPORT. "We're looking to bring people in across every department. We'll work to the last day.
"You're trying to convince players to come to a club that's just been promoted. You need to keep your standard high and look for the best players you can.
"We've got various irons in the fire all over the place and some will come to fruition, some won't. We're still trying to get people in."