Gambhir scored 69 and added 106 runs with fellow opener Uthappa (44) to chase down Delhi's 160/5 with 10 balls to spare.
Uthappa (44) had added 106 runs with Gambhir before being dismissed LBW, putting KKR within striking distance of Delhi's 160.
Dhoni also said that steady drizzle resulting in a wet ball made it easier for his batsmen to initiate a successful run-chase against Delhi.
A total of 216 players went under the hammer on day one, and Delhi Daredevils bought the most number of players (13).
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