Ok, found the answer to it. In case anyone else comes across the same problem, just do

docker network ls

This command lists all the docker networks. docker-compose will create a new network when you run docker-compose up. In my case, the network is named as myapp_default.

Note: Your app’s network is given a name based on the “project name”, which is based on the name of the directory it lives in. You can override the project name with either the --project-name flag or the COMPOSEPROJECTNAME environment variable. Networking in Compose

So the correct way to link to those containers is

docker run --link my_app_mq_1:mq --link my_app_db_1:db -it --net myapp_default worker