Dhoni was ruled out of the match with back spasm, paving the way for Raina to shoulder captaincy responsibility.
"He (Dhoni) is feeling better. His back was stiff and might play the next game," Raina said at the post-match presentation ceremony.
For a team that has won seven of its eight matches this season, the defeat was a wake-up call, Raina said.
"I think it is a very good wake up call."
CSK were stopped at 132 for five after they opted to bat, and then, SRH chased down the target with 19 balls to spare.
"I think we didn't put a decent score on the board and kept losing wickets. We lost too many wickets in between and that's why it cost us the game.
"We should have looked for partnerships and should have rotated our strike better. Hence, we were 30 runs short," Raina said.
Man of the Match David Warner thanked the crowd for support.
"Great support, even though there is plenty of yellow they are a fantastic crowd. Some times in our chases we have been a bit hesitant and that's why I tried to bat 20 overs.
"I have two beautiful children, one more on the way, and a beautiful wife and I can't thank them enough. I have fantastic support from over the world and it has been overwhelming here in India," Warner said.