Piyush Chawla claimed 2/21 and bowled 13 dot balls while Sunil Narine, who returned after two matches, gave away a miserly 10 runs from 3.4 overs as Pune Supergiants struggled to break free.
Skipper MS Dhoni was in the midst of Pune's terrible struggle as he crawled to eight runs from 22 balls.
Pune were however looking good at 70/3 and when Dhoni walked in they were 74/4 in 10.3 overs but by the time the rain interrupted the proceedings their run-rate had slipped to less than six.
Trying to hit across the line, Rahane (two) played on a wide delivery as Russell gave KKR a perfect start bowling in tandem with More Morkel for four overs.
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Aussie duo of Usman Khawaja and George Bailey perished to spinners after Gambhir introduced Shakib in the fifth over.
Khawaja (21 from 17 balls; 3x4) was playing freely but the Bangladeshi leftarm spinner dismissed the Aussie in his first over when the lefthander smacked straight to Suryakumar Yadav at square-leg.
In between rookie medium pacer Ankit Rajpoot, playing his first match this season, removed Saurabh Tiwary as Dhoni promoted Irfan Pathan at No 5 to step up their run-rate.
But the Knights spin trio revelled in the conditions.
An interesting Gambhir versus Dhoni battle came to fore when the KKR skipper brought on two slips, a short leg and silly point against the Indian captain and added a fifth fielder at short cover with Chawla bowling a tidy spell.
Dhoni struggled to keep the flow and to add to his misery his batting partner Irfan was no match to his running.
As it turned out, Pathan became the victim of a runout when he sacrificed his wicket for Dhoni with utter confusion taking place between the two.
Earlier both teams made two changes with Dhoni giving Irfan his second match of the season while a fit-again Murugan Ashwin also returned after two matches, replacing Rajat Bhatia and RP Singh.