"It happens in cricket. We are meeting again in three days time hopefully we can turn around then," Gambhir said after the game.
Needing 66 from the last five overs, Mumbai Indians batsmen James Franklin (45 not out off 23 balls) and Ambati Rayudu (17 off six balls) fired on all cylinders to win the match off the last ball.
The visitors needed as many as 21 off the last over bowled by Laxmipathy Balaji, but Franklin hit four boundaries off the first four deliveries, before Rayudu sealed the game with a six off the ultimate ball.
Gambhir said he was not really "disappointed" as such things happened in cricket.
"These things do happen. I have real confidence on my bowlers specially on Bala(ji). He is a tough character and will make a comeback in the next game."
Gambhir gave full credit to the Mumbai Indians batsmen. "We put up a good score on this wicket. All credit to the Mumbai Indians. They really played well."
Deccan Herald is on WhatsApp Channels| Join now for Breaking News & Editor's Picks