Chasing 174 to win, KKR were restricted to 164-8 in their stipulated 20 overs.
"With the kind of wicket this was, this was chaseable. Had one of the batsmen batted till the end, we would've got there. Just irresponsible shots, batsmen were trying to throw their bats at everything," Gambhir said.
"I thought to restrict them to 174 was an unbelievable effort. I thought we were trying to chase this down on 10-12 overs. We were a batsman short. We need to pull up our socks. If we bat like this it doesn't matter if we're in the Playoffs or not. Got to bat better."
MI skipper Rohit Sharma, however, praised his team for their perfect execution of plans and come out with flying colours despite making six changes in the playing XI.
"We spoke of finishing on a high. We wanted to play the brand of cricket we spoke about. Very happy. Today proved we have a great bench strength. It can be frustrating to sit out, but all of them have been proven match winners," he said.
"This was the perfect example of playing a perfect game. They were going at 10 an over but we kept picking wickets. We were sticking to our plans, we didn't panic. When the batsmen go after the bowlers like that, it can be hard to keep calm but everyone executed well. It's a little tournament we have to play now, the playoffs."
Ambati Rayudu, who was adjudged the Player of the Match for his 37-ball 63.
"It was tough wait after the injury. The team was doing well, so I had to sit out," he said.
"The wicket was sticky today, we knew if we get close to 180 we can win the game. It's really tough to keep after four years. Honestly I don't enjoy it but I'm happy to do the job with the team.