The Mumbai Indians took a calculated tactical risk and it backfired as the Delhi Daredevils put up an unassailable target after being asked to bat first.
With the decision to chase, Mumbai fail to catch Delhi
"We didn't get the result we were looking for, Harbhajan said.
"Delhi played fantastic; they batted too well. Credit goes to Delhi, they outplayed us."
He said there was a risk in asking Delhi's powerful batting line-up to go in first, but he said his side like chasing so they took that chance.
Sehwag (73) and Jayawardene (55) shared a 135-run stand for the first wicket to give the Daredevils a more than solid start.
And there was no respite for the Indians. As soon as they had seen off Jayawardene, Pietersen arrived and plundered an unbeaten 50 from 26 deliveries to guide Delhi to 207 for five.
"We discussed in the team meetings that one of me and Mahela has to stay until the 15th over; today both of us did and we had a very good partnership," said Sehwag, the Delhi captain.
Robin Peterson, the South Africa slow left-armer, was the pick of the Mumbai bowlers with three for 37, including the scalps of the two openers.
Mumbai's response could hardly have got off to a worse start, with Aiden Blizzard out in the first over for a duck and his fellow opener Sachin Tendulkar (seven) and his India teammate Rohit Sharma (12) following soon after with the total on only 19.
Dinesh Karthik (40) and Ambati Rayudu (62) shared a 96-run third-wicket partnership to steady the ship for the Indians but after they departed the wickets continued to tumble and the visitors fell well short of their target, finishing their 20 overs on 170 for nine.
Mumbai remained seventh.
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