The Latics fell behind in the second minute and then went further behind in the fourteenth minute after an appauling start to the game.
This poor start left manager Mackay frustrated, he told the club's official website: “We gave ourselves a tough start. After losing a goal early on, a couple of wayward passes ended up with them scoring in the first minute.
“Then a poor bit of picking up allows the second goal to go in but we gave ourselves a lifeline with James McClean scoring a cracker before half time that brought us back into it again.
“I thought for 25 minutes of the second half we looked like we were going to do it, we then lose another awful goal that really deflates the guys and then the game petered out.”
The result leaves the Latics in the bottom three and five points away from safety. The next game at sees Blackburn Rovers visit the DW Stadium on Saturday.