Chasing 162 for a win, the Kieron Pollard-led Mumbai rode a smooth 139-run opening stand between Lendl Simmons and Mike Hussey (60) to achieve the target in 16.2 overs.
Earlier put into bat, Southern Express rode Farveez Maharoof's 22-ball 41 to post 161 for 6 in 20 overs.
Brief Scores:
Southern Express: 161 for six in 20 overs (Farveez Mahroof 41 not out, Danushka Gunathilaka 30; Kieron Pollard 1/18).
Mumbai Indians: 165 for 1 in 16.2 overs (Lendl Simmons 76 not out, Mike Hussey 60; Sachith Pathirana 1-26).