Celtic were beaten by Inverness Caledonian Thistle in devastating circumstances at the weekend.
Celtic lost the Scottish Cup semi-final against Inverness Caledonian Thistle in extra-time at the weekend and Mackay-Steven admits that the loss has dented the team's morale.
The 24-year-old says that the Celtic dressing room has not been a nice place to be in recent times, but he insists that there is still plenty to play for this season.
“It’s never nice in the dressing room after a game like that or the next few days, but the games are coming thick and fast and the league is not done and dusted by a long way," he said.
"We have everything to play for in the league and we have a game which we have to prepare and get right for. Dundee is a massive game now for us.”
Celtic's defeat to Inverness was particularly disappointing as it ended their hopes of winning the domestic treble this season.
The Bhoys players have spoken about their desire to lift all three trophies available to them this season for some time, but it wasn't to be and the side must now ensure that they win the league title.
Celtic have a five point lead at the top of the Scottish Premiership, but they will need to bounce back from their recent disappointment quickly if they are to protect that advantage.
Ronny Deila's men take on Dundee in their next fixture and they will be looking to get a positive result so they can put their cup disappointment behind them as soon as possible.