Riding on a disciplined bowling and fielding display, KKR first restricted Kings XI to 124 for seven after sent into bowl, and then skipper Gautam Gambhir led from the front with a fine unbeaten half century to overwhelm the target with 21 balls in hand.
Gambhir scored an unbeaten 66 off 44 balls with the help of seven fours and a six to hold the chase together and see his side home.
Gambhir was ably supported by Jacques Kallis, who scored an unbetaen 30 off 23 balls. The duo stitched unconquered 53 runs for the third-wicket as KKR scored 127 for two in 16.3 overs.
Earlier, Kings XI batsmen lost wickets at regular intervals to be restricted to the modest total after opting to bat at the PCA stadium.
Captain Adam Gilchrist, who retired hurt in the sixth over with a right hamstring problem only to return later to drag his side out of trouble, top-scored with an unbeaten 40, while Shaun Marsh made a 30-ball 33 with the help of four boundaries.
Kings XI batsmen struggled from the onset against a determined KKR bowling line up and it could be gauged from the fact that only three of their batters could manage double figures.
Wily West Indian off-spinner Sunil Narine (2/24) and Brett Lee (2/26) starred with the ball for KKR, sharing four wickets between them. Laxmipathy Balaji (1/20) and Rajat Bhatia (1/23) also picked up a wicket each for the visitors.
KKR's started their run chase on a blistering pace, racing on to their fifty inside the sixth over.
Brendon McCullum (15) was the initial aggressor as he clobbered Praveen Kumar for two boundaries in the first over.