It was the seventh successive setback on the road for Kevin Blackwell's notoriously poor travellers and after going behind five minutes before the break, they never looked like rescuing even a point.
Although manager Jim Gannon has conceded that bottom of the table Posh are destined to make a rapid return to League One, they are not going down without a fight and Mackail-Smith set the standard with a display of non-stop running and sheer effort.
Posh quickly settled to their task with Lee Frecklington crossing for Dominic Green to fire straight at Mark Bunn, before Frecklington himself sent a low drive narrowly wide.
Bunn also did well to pull down a soaring Tommy Rowe centre under strong pressure from home frontmen Liam Dickinson and Aaron McLean.
Ched Evans was booked for a challenge on Posh goalkeeper Joe Lewis in a rare United break, but hurt himself in the process and was soon replaced by Henri Camara.
Then Nyron Nosworthy's name also found its way into referee Jamail Singh's book for a foul.
Nosworthy did well to put a Dickinson cross behind for a corner, but it brought pressure on the United goal with Green's flag-kick headed against the underside of the bar by Charlie Lee.
Mackail-Smith won a scramble to get to the loose ball and his header went in past a despairing Bunn, again off the bar.
There was a crazy start to the second half with Sergio Torres, who ran out to replace Frecklington without being officially substituted, yellow-carded for his trouble before even touching the ball.
Posh did go through the correct procedure when McLean gave way to Exdous Geohaghon on 68 minutes and the long-haired midfielder was soon forcing United to pack their penalty area with his trademark long throws, although Posh never succeeded in getting a second goal to kill off the game completely.