This was Russell's sixth successive 40-plus score, his four sixes and three boundaries coming after youngster Gill stroked 65 off 39 balls, helping the hosts recover from Ishant Sharma's wicket-maiden first over.
The Jamaican, who was cleaned up by Kagiso Rabada with a toe-crushing yorker in their Super Over defeat in the first leg, also exacted a sweet revenge smashing the South African for two sixes in an over that yielded 16 runs.
Chris Morris removed Russell in the penultimate over when he was caught in the deep by Rabada.
Sent into bat, from batting at No. 6 in their last match against Chennai Super Kings, Gill was promoted to open the innings and the 19-year-old responded with a fine knock, his second IPL fifty, and first this season.
Gill smashed seven fours and two sixes, both against spinner Axar Patel, and along with Robin Uthappa (28), added 63 runs after a horror start.
Ishant knocked out the off-stump of Joe Denly with a fantastic inswinger, the Englishman lasting just one ball on his IPL debut.
Delhi could not have asked for a better start with Ishant starting the proceedings with a wicket-maiden.
But KKR did well to bring themselves out of the rut with Uthappa and Gill counter-attacking with a flurry of boundaries.
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