In pursuit of 167, SRH never looked up for the run chase after they lost two wickets including that of David Warner in the opening over.
With five matches remaining, SRH have slipped to sixth in the table but Moody said this was a one off defeat.
"The target in this condition was very challenging. We always knew it's going to be a tough match here," Moody told the post-match news conference.
"Only two days ago, we beat Chennai Super Kings. I'm not going to read too much into this game. It's disappointing to lose but we also recognise it's a difficult game for us."
SRH won the first leg encounter in Visakhapatnam and the Aussie acknowledged it is tough to beat KKR at the Eden.
"KKR have firm grip on their home conditions. They've got a team that's well balanced and suited to bowl in these turning and slow conditions. Take them out of this environment and it would be more of an even contest."
The coach was, however, critical of his team's bowling and said KKR ended up with 15-20 extra runs.
"It was not our best bowling and fielding performance. Probably KKR ended up with 15-20 runs more than the conditions allowed. It's the first time our bowling unit has not executed. We bowled inconsistently. Our lines and length were inconsistent, something we had done exceptionally well in the tournament," the 49-year-old said.
"We did not hit the yorkers as often we would normally. More importantly we did not make the decision to bowl the yorkers as often as we should have. The best defensive ball in a bowler's armoury is a yorker and we've done that well but up to this game."
Asked whether their batting was heavily reliant on their David Warner who was bowled by Umesh Yadav for four in the first over of the innings, Moody said: "Every team is dependent on their opening partnership. Gambhir and Uthappa are important of KKR batting unit just like Warner and Dhawan are important to us."
SRH next face leaders Rajasthan Royals in their next match in Mumbai on May 7.
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