Chasing 154 to win, Kolkata could manage to score 151 for seven in the end.
Gambhir said their batsmen and bowlers did a decent job but admitted that they need to improve catching as they spilled three chances today.
Images: Chennai Super Kings beat Knight Riders by 2 runs
"I think we tried our best. We played some good cricket. There's lot of quality in this team we bowled very well, fielded well. Apart from dropping catches we did well. All this is part of the game, we'll just have to try and improve on our catching," Gambhir told reporters at the post-match press conference. Asked the reason behind going with just two foreign players in today's contest, Gambhir said,"They had lots of spinners and we went with the best combination we could on this wicket. Ryan is a quality player and he'll play wherever we feel he can give his best."
Jacques Kallis and Eoin Morgan were the only players from abroad in the final XI.
Talking about his run out at crucial stage of the match, Gambhir said, "These things happen, that's why we call it an unpredictable game. We tried our best and today they kept their nerves and if we'd have won if we'd kept ours."
Gambhir did not forget to praise Kallis, who scored 54 runs and when he was at the crease Kolkata looked favourite to win the match.
"He's a world-class player. It's an advantage to have him in the side, he can bowl and bat."
Man-of-the-match Anirudha Srikkanth for his 64 runs said he had convinced the team management to send him as an opener.
