The new-look Daredevils, who are yet to go past the last four stage in IPL's eight seasons, slumped to their seventh sub-100 total after being skittled out for 98, a target the Knight Riders overwhelmed with consummate ease in 14.1 overs at Eden Gardens last night.
But Zaheer said it would be wrong to write the Daredevils off in the tournament that had just begun.
"It's a long tournament and I'm sure every team will have a bad day. It does happen sometimes. Hopefully for us that day is out of the way and we're looking ahead for the remaining league matches.
"We will stay together and turn things around. It's going to be a long season, it's too early to think about anything," he maintained.
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But Zaheer backed his underfire batting unit to come good.
"I'm just happy with the way the boys have carried themselves on the field. The way the bowlers showed intent of taking wickets," he said.
To the surprise of many, the Daredevils yesterday ignored South African duo of Imran Tahir and JP Duminy on a slow Eden surface but Zaheer said he is happy with the team combination.
"Duminy was not available. But we're happy with the combination. There's no second thoughts on it. It was a tough day and we accept that," he said.
Later, spin duo of Brad Hogg (3/19) and Piyush Chawla (2/21) made it all the more difficult as the Daredevils batsmen struggled to build a partnership.
"Sometime you do get caught up in the T20 format. That's what happens while batting first, you always chase that big number. These things can happen. You learn new things every day. I'm very confident our young batting side will go a long way in this tournament. I'm very happy with the way we have prepared this season. We will come good definitely. Scores will come I've full faith in our batters," Zaheer said.
"They hit the right areas and held it together. I'm happy to see this kind of wicket. You have to give credit where it's deserved. After the first two overs, KKR bowlers really, really held it together and put pressure back on us," Zaheer said.
Making a comeback after a year, Zaheer, who last played competitive cricket in 2015 IPL, said he was happy to be back.
"It's good to be back. I was trying a bit too much but you learn everyday. I was out there on the field after a long time. With a low total to defend, you try too much as a bowler. I was looking for that extra swing for a left-hander which I was not getting. Overall, I'm with happy to be out there," the former India pace spearhead said.
"He's (Shami) doing well at the nets. He's prepared well. I'm very confident of him. He's very positive."
The Daredevils will next play Kings XI Punjab at home on April 15.