Mackay received rapturous applause from the home crowd as they joined Cardiff fans in saluting him amid emotional scenes.
He said: "To hear the Liverpool fans doing the same as the Cardiff fans - that's something that will live with me forever.
"Obviously the Cardiff fans' backing of myself and the team, in the way they did at Anfield, was something I will remember.
"I usually go over to them at the end of a match, so it was no different to that. But I was delighted with the way they backed the boys."
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