The new Latics boss won't have been impressed with his sides start as Jonny Howson gave Norwich the lead after just eight minutes.
Mackay's side never failed to recover and the game ended in defeat.
Speaking to the club's official website he said: "We didn't start well today and that lost us the goal and then it took until half-time for us to really look as if we had any urgency about our game.
"Second-half I thought we were so much better; we pushed for the equaliser and a couple of times the ball has gone across their box and I thought we may have got there near the end.
"It's up to the players, because you have to start at a pace against a good team, a team that came down from the Premier League, with a big squad and a quality squad.
"You're not allowed to start poorly in this league or you get punished and we were in that first 15 minutes.
"For us to end up with that much possession in the game today but come away without a win is disappointing but something that we have to keep striving for," Mackay continued.
"There's nothing else for it but to work hard; I've been here three weeks, I've got a good, honest group of players and I know that but we've got to make sure we turn that into wins.
"That's why I'm here, that's what I do and I'll work from morning to night to make sure that we turn this around for Wigan Athletic"
Next up for the Latics is the trip to face Watford next weekend.