The top-flight new boys have splashed a club record £8.5million on the FC Copenhagen star, 20 who finished top scorer in the Danish League last season.
But Bluebirds boss Mackay admits he feared losing out on his long-time target after a spate of late interest in Cornelius from both over here and on the continent.
West Ham, Southampton and Aston Villa were also in the hunt for the young striker but Cardiff eventually won the scrap – thanks to some assistance from Copenhagen.
Mackay, who has made only one signing so far this summer, said: “Cornelius has great potential and is a very good capture for the club. We tracked him all last year. But by Christmas he was in such good form we really didn’t think we had much chance because top clubs in Europe were watching.
“We were in competition internationally with another club and then three Premier League clubs moved in to try and take him as well. But we were able to do things quickly and I have to give a special mention to Copenhagen. They were tremendous – efficient, professional and friendly.”“Cornelius has great potential and is a very good capture for the club”Malky Mackay
Cornelius is sure he can cope with the pressure of his price tag. He said: “The price tag is definitely a motivation. All Danish players want to be in the Premier League.”