Gayle was dropped when he was on 21 by Dwayne Smith off the bowling of R P Singh and the RCB opener went on to score an unbeaten 82 to guide the visiting side to a nine-wicket win at the Wankhede Stadium.
"If we had taken Gayle's wicket the result of the match could have been different. We are a way better side than this," Harbhajan said after his side lost the match with two overs to spare.
"We're not disappointed. It was a good toss to win for RCB. We were 15-20 runs short but we have four more games to play," he added.
RCB captain Virat Kohli was a satisfied man that his side beat a strong team at their own backyard.
"To beat them at home is a good feeling for us. I wasn't feeling too great when I was batting in the previous matches but my team-mates backed me."
Man of the Match Gayle, who got the Orange Cap today, said, "It was a good team effort today. We knew we had to see off Lasith Malinga. We were expecting two overs up front from him but he bowled three."
Asked about the so many MoM awards in the IPL so far, he joked, "The room for trophies is in the process of being built."