Dale Steyn and Bhuvaneshwar Kumar bowled outstandingly throughout, specially the 18th and 19th overs in the Mumbai's chase to put a brake on the runs when Kieron Pollard was going hammer and tongs.
Then Irfan Pathan bowled Pollard in the first ball of the 20th over to script the 15-run win.
"It was really tight. Bowlers bowled really well under pressure, especially Irfan and Bhuvi. I thought of Irfan bowling the last over and getting the main bowlers to pick up the wickets. We are getting into the groove now. The pitches here in the UAE have been very nice," Dhawan said after the match, which was his team's last in the UAE-leg.
"We spoke about trying to get wickets and in the last five overs a big score was on the cards. We fielded first because we wanted to see what we needed to chase. We've got to win all the games from here on. Let's see what we can do in home conditions. We just have to stay positive, that's all I can say. Not a great birthday for me," he said.
Bhuvaneshwar, who took two for 17 in his four overs, was adjudged man of the match.