Kolkata, chasing 153, were cruising at 84-1 in the 11th over but Eoin Morgan's side then paid the price for overaggression and finished on 142-7 on Tuesday
Kolkata Knight Riders all-rounder Andre Russell bemoaned the failure of their big-hitters to get the team across the line against Mumbai Indians but backed the two-time champions to bounce back in the Indian Premier League.
Kolkata, chasing 153, were cruising at 84-1 in the 11th over but Eoin Morgan's side then paid the price for overaggression and finished on 142-7 on Tuesday.
England's World Cup-winning captain Morgan, Bangladesh all-rounder Shakib Al Hasan and Russell all failed to reach double figures, with Kolkata falling short of the 22 runs they needed from the last three overs with half the batting line-up intact.
Franchise co-owner and Bollywood actor Shah Rukh Khan said on Twitter it had been a "disappointing performance" and apologised to the fans, and Russell said they had let themselves down.
"Unfortunately, good finishers like myself and DK (Dinesh Karthik), we didn't get bat to balls," he told reporters after the loss.
Russell managed nine runs before giving a return catch to Trent Boult, who bowled a tidy final over.
"As a new batter, to come in and hit from ball one is very challenging," Russell said.
"The ball was a bit up and down, so it's not the easiest pitch to hit on."
This was Kolkata's 10th defeat against defending champions Mumbai in the last 11 completed matches between the teams.
"We definitely feel disappointed but at the end of the day it's not the end of the road," Russell said.
"I've played hundreds of T20 games and I've seen games where teams cruising in the driver's seat and then suddenly lose a few wickets, new batter coming in struggles to get away the ball and I think that's what happened tonight.
"We definitely have to learn from this. We'll look into make sure that who is in stays in."