The Cardiff City boss was speaking straight after the 3 - 1 defeat at Liverpool and was asked about his future.
"There is nothing else I can tell you that you don't already know," said Mackay.
"I am someone who will absolutely not resign, I don't think there is any need for that to happen.
"Crystal clear there will be absolutely no way I will be resigning from Cardiff City."
Asked whether he now expected to be sacked Malkay added: "That is not a question you should be asking me. That is surely a question for someone else.
"I am doing the job I have always done, which is preparing the team and looking after the club on a day-to-day basis.
"I will be in work tomorrow if it is anything to do with me. One thing I can tell you is that I won't be resigning as the manager of the football club."
Asked whether he had spoken to Tan after the game Mackay added: "That is not something that normally happens.
"We are finishing here and then we have a plane back to Wales."
Mackay does not believe his record with the club, in which he has taken the to a Carling Cup final and got them promoted to the Premier League for the first time, warrants the sort of situation he now finds himself in.
"My day-to-day job is to prepare a team for the Saturday. That is the main task I have and that is what I think I have been doing properly for two and a half years," he said.
"Results in the main show that. Anything other than that you really have to ask the people who make the decisions."
The travelling fans certainly made their feelings known, singing pro-Mackay and anti-Tan songs throughout and remained behind inside Anfield chanting their support some 45 minutes after the final whistle.
He also received warm applause from the home fans as he departed down the tunnel having acknowledged the support he had received from the away end.
"The supporters have been immense since day one, two-and-a-half years ago," he said.
"This season they have shown everyone what a class act they are on their travels or back in south Wales.
"They have shown they are a great addition to the Premier League and I hope it stays that way.
"I am very humbled that our fans have taken to myself and my staff and the team.
"They are very passionate people who love football and they desperately want success.
"When we got to the Carling Cup at Wembley I saw 40,000 going bananas and they should really be enjoying the Premier League season.
"But there have been situations for non-footballing reasons which have been in the press and that is why earlier in the season I apologised for what the have had to put up with.
"I am proud of the job and the association I have (with the club) and I couldn't walk away from the people who work for me: training ground staff, coaching staff, staff at the stadium, that group of players who I have so much respect for and also the fans.
"I am not going to walk away from them either."
Liverpool manager Brendan Rodgers, a close friend of Mackay, warned Tan he was making a huge mistake in getting rid of the Scot.
"I spent some time with Malky last night," Rodgers said.
"Football aside it was difficult because he loves Cardiff, he loves being there and the job he has done there is remarkable.
"He is a very proud man, he is proud of how that club has come together and it is sad for me to see it.
"He is an outstanding manager and the dignity he has shown has been remarkable.
"But he is a strong character and if one guy feels he needs to make a change then so be it - he is losing the best manager they have had in their history.
"We all know as managers the sack is just around the corner in the modern game, you have to keep winning games and show progress otherwise you are out of a job.
"This is a cut-throat business and you can lose your job very quickly but it is hard to accept someone losing their job when they have done such a good job,
"The sadness for him (Mackay) is it is nothing to do with that."
Meanwhile Rodgers admits it would be unprecedented for a club to leap from seventh place to champions in a year but he was left pondering the prospect after his side went top of the table.
The 3-1 win over Cardiff lifted the Reds above Arsenal and if the Gunners fail to win against Chelsea on Monday then Liverpool will be top on Christmas Day - and the last four teams to have been in that position went on to win the title.
"I think it is unprecedented for a club to go from seventh to first - it doesn't happen," Rodgers said.
"But I think at this moment in time as we are sat at the top of the table entering this period it shows the great work the players and the club is aligned to.
"We want to keep this momentum going. I felt it was important to have a good start (to the season).
"Last year it took us a while for us to get into the top 10. Over this calendar year it is not by accident.
"People talked about a good start but if you look back you will see from January this is a team which has been on the up.
"It was always going to be competitive, looking at the teams and the investment across the Premier League.
"I have been really pleased with our consistency but I only really focus on ourselves.
"We can't ever think we have cracked it. We can't become complacent you have to be focused and move on to the next game.
"We are very calm. We are not getting carried away. We are focusing on improving our performance level.
"We know the natural consequence will be to win games and if you win games you will be in a good position."
Suarez, who on Friday to everyone's amazement signed a new long-term contract, was at his clinical best again with two brilliant strikes.
However, the most surprising thing was his pass to Sterling for Liverpool's second when he could have easily beaten goalkeeper David Marshall himself.
It at least allowed Rodgers to add a new adjective to a vocabulary which he seemed to have exhausted with the superlative performances by the Uruguayan this season.
"The one today is unselfish," he added.
"He is through on goal and you don't seed too many strikers do that but it shows the team player he is.
"He showed great humility as well because when Daniel Agger came on he gave him the armband because he is the vice-captain.
"Two brilliant goals, a genuine world-class player who is the pivotal point of the team."