Invited to bat, Mumbai Indians scored 195 for five in the stipulated 20 overs.
In reply, KKR were stopped at 146 for nine.
The defending champions were well-served by their skipper Rohit Sharma (80) and Suryakumar Yadav (47) as the duo put on a quick 90-run stand for the second wicket.
Mumbai Indians: 195/5 in 20 overs (Rohit Sharma 80), Suryakumar Yadav (47); Shivam Mavi 2/32).
Kolkata Knight Riders: 146/9 in 20 overs (Pat Cummins 33, Dinesh Karthik 30; Trent Boult 2/30, Jasprit Bumrah 2/32).