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Put into bat, the Tuskers were restricted to 132 for seven but the total proved to be out of the reach of Knight Riders who conceded a six-run loss after managing 126 for nine in 20 overs.
Blaming their batters, especially the middle-order, for the defeat, Gambhir said: "It was a complete batting failure.
The wicket was much better and we could have chased easily.
"Our middle order is not tested yet and I am sure this will serve a good wake up call for them. It`s not going to be one person`s day every day.