Riding on one of the greatest catches of all time and superb bowling at the death, the Knight Riders pulled off a two-run win in a thrilling last-ball finish.
"It was a incredible win. We deserved some luck too as we have had a number of these last-ball finishes," Gambhir said at the post-match presentation ceremony after his side's second win in the tournament.
Chasing 151, RCB fell short after an airborne Chris Lynn, who had earlier smashed a 31-ball 45, stretched his body backwards at the deep midwicket fence to pull off a blinder and send back dangerman A B de Villiers.
"We were scratchy with the bat, and with the ball, so we need to improve on the areas. The catch was unbelievable and Chris deserved the Man of the Match for that catch," Gambhir added.
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Asked about the blinder that he had pulled off, Lynn said, "I slipped and I though if I stood up and dropped the catch, it would look very silly, so just stayed down."
RCB Bangalore captain Virat Kohli said his team messed up the chase in the last few overs.
"We lost that game rather than KKR winning that one. We played some really good cricket to restrict them to a total, built partnerships, but messed up the game in the last few overs," a dejected Kohli said.