The only occasion he removed his pads after getting out, the Knight Riders lost.
"There was only once in the tournament when I took off my pads after I got out, and that was against the Kings XI. We could not manage to get 13 from 12 balls in that end.
"I was not shell shocked because it wasn't about me getting out – KKR is not about me, it's about we. I was just one of the players going out there to contribute for KKR. I had faith in all the players."
Despite chasing an imposing target in the title clash at the MA Chidambaram Stadium, Gambhir said he was confident that his side would cross the line.
"I would be lying if I said I was absolutely relaxed. When you're playing such a big game there is a bit of tension involved. But somewhere down the line I knew that we could cross the line.
"The important thing was to stay in touch with required rate and take it to the 18th over with wickets in hand. In a big game, if you need 20 from the last two with six wickets in hand and have guys like Shakib and Manoj at the crease the batting side is going to come good more often than not.
"If the guys can keep the game alive till the 18th over then it would take only one or two good hits in the end, and that's what happened," Gambhir said.