"Incredibly tough to get over that one. Our strength has been our batting in the last five-six overs, but it just wasn't meant to be. Hopefully, we can finish well in the remaining matches. Today was a team effort," he said after the match.
Delhi were 140 for 2 in the 17th over but lost five wickets for the addition of just 24 runs to end their innings at 164 for 7 in 20 overs.
"I thought they got a better start than they should have, they were probably under par but only just," he said.
Explaining his decision to demote himself to number seven in the batting order, Bailey said, "I wanted to keep the left-right combination going, especially as there was a short boundary on one side."
Man of the Match Akshar Patel, who scored a crucial 42 not out to take Punjab home and also returned with impressive bowling figures of 1/18 off his four overs, said he was happy that he could perform in pressure situations.