"I think I made a mistake by not playing out Lasith Malinga who is dangerous. I didn't have to, perhaps, try to play some shots against him, should have stuck around, seen Malinga off and, maybe, attack the other bowlers," Shah said after his side's 27-run defeat at the Wankhede Stadium last night.
"Lasith Malinga is a very good bowler and bowled well. He has a very lethal yorker. I made a mistake and I am quite happy to put my hand up and say next time I would try and not make the mistake," admitted the England batsman who hit 76 off 42 balls.
Shah looked to have taken the fight into the enemy camp with his fine counter-attack after his side was down two for seven, in partnership with Ajinkya Rahane (40) before he was yorked by Malinga off the first ball of the 15th over with the Royals 64 runs short of the stiff target of 198.
The Pakistan-born Shah's dismissal helped MI stage a fightback, which finally ended in the Royals' first defeat in three games.
He had a laugh when it was suggested he had batted better than West Indian Kieron Pollard had done for MI earlier in the game, and said he would say he had batted well only if he had taken his team across the finish line.
"You think so. Look, at the end of the day you need to win, my efforts went in vain. I tried my best to try and win the game, get us as close as possible. The best players perhaps take you all the way and win the game.