Shreyas Iyer, the Delhi Capitals captain, admitted he was left "speechless" after watching his batsmen crumble to defeat following a collapse of seven wickets for eight runs, the worst in IPL history.

Although they managed to win their previous match via a Super Over against Kolkata Knight Riders, this was the second game in succession in which Delhi had thrown away the advantage, and a distraught Iyer said that his team needed to be "mentally" tough to finish off matches.

The left-hand pair of Rishabh Pant and Colin Ingram had worked hard to put Delhi into a winning position and the visitors had needed just 23 runs from 21 balls with seven wickets in hand. However, aggression and accuracy of Mohammed Shami and Sam Curran, backed by supreme alertness by Kings XI fielders, threw Delhi into disarray with wickets tumbling rapidly.

Curran, who was named Man-of-the-Match for his haul of 4 for 11 in 2.2 overs, sealed the contest with a hat-trick, after plucking out Sandeep Lamichhane's off stump with a pinpoint yorker, but admitted afterwards that he hadn't noticed his feat amid the euphoria.

"I didn't really know [about the hat-trick]," he said during the post-match presentation. "The crowd was so loud, I couldn't hear my own thoughts. Ash [R Ashwin] told me to do what I do. Against the local batsmen, who I didn't know where they hit, I had to ask the other guys. So that can get tricky. But Shami got two amazing overs in the end which helped, and Ashwin's run-out. I hope we keep winning."

For Iyer, the defeat was unbelievable and he feared their failure to seal an apparently done deal might come back to haunt Delhi later in the season.

"Yeah, really disappointing," he said, after Delhi's second defeat in four matches. "The way we were going on and the way we came ball to ball [run-a-ball] and losing from there, it's really disappointing.

"We didn't play smart cricket and they outplayed us in all departments. They [Kings XI] were really cool and calm in that situation. And I am speechless right now because it is a crucial match. And losing such matches is definitely not going to benefit us at the end."

Iyer pointed out that, even against Knight Riders, his batsmen had thrown away the winning advantage, which forced the match into the Super Over. Luckily, any embarrassment on that occasion was saved by the calmness of fast bowler Kagiso Rababa, who ably defended the 10-run target.

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"It's really difficult to even see, from the outside, losing wickets in such succession and the batsmen not taking the initiative to finish the game. In a way, it is good that it happened at the start of the season so that we can try and identify our errors and try and sort them."

Delhi play their fifth match of the tournament at home, on Thursday against Sunrisers Hyderabad. Iyer said the players would need to remain positive and stick to the plans and not lose their nerve.

"It is going to be really important for us to stay motivated from here on because we have been batting really well as a team, as a unit," he said. "And these are the small factors we've got to work hard on - mentally we've got to train ourselves in such situations about how we are going to finish the game. That's what we need to focus on."

For Curran, who also produced a handy cameo of 20 from 10 balls after opening the batting in place of Chris Gayle, his nerveless performance went some way towards justifying the Rs 7.2 crores [£800,000] price tag that Kings XI put on him at the IPL auction.

"I just came out here trying to impress," he said. "Luckily we managed to scratch a score above 150 and the bowlers were superb. I have opened in school cricket but this is probably the first time in senior cricket."