Chasing a target of 192, KXIP wilted to 143/8 in 20 overs despite reaching 101/3 in the 14th over.
"I won't say it is frustrating, but obviously it is disappointing. We made some mistakes and it is important that we come back stronger," Rahul said during the post match presentation ceremony.
Rahul also lost the Orange Cap to his opening partner Mayank Agarwal through the course of the match.
"Until that Orange cap stays with Kings XI, I'm happy. He has (Agarwal) worked very hard and deserves the cap. But I'm sure I'll take it off him soon," he joked.