The Bluebirds beat rivals Swansea City 1-0 in the first Welsh derby in the Premier League on Sunday.
The Nigerian international revealed Mackay called a meeting of the players and challenge them to focus on matters on the field before beating the Swans.
"In our meeting, he was very clear and... said if anybody had any questions his office is always open," said Odemwingie.
"He welcomed anyone to have a talk... and then he drew a line under it... and he said do we want to move forward as a team? Do we want to stick together?
"We stuck together and here [beating Swansea] is the result."
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