"We allowed two very good 20-runs overs. We gave too much room knowing how good these players are. You have to bowl tight," said the former Australian batsman after his side suffered its first defeat in three games.
"It was a good chase. They batted well. But we allowed them too many sixes and fours. We bowled too wide to (David) Warner and (Virender) Sehwag," said Marsh.
Asked about the turning point, he said the match was in their grip till the last five-six overs when Delhi fought back to snatch victory.
"Till 5-6 overs were left we had the game (in our grasp).
They fought back well. At one time they needed 50 off 24 balls. We just had to bowl straight and full and not under the bat. Hopefully the bowlers will learn from it," he said.
Marsh also praised Yuvraj''s all round show and hoped he will keep his form intact.
"He''s been terrific. I thought he batted very well. He also got wickets. Hopefully he will keep going and everyone else will step up," he said.
"We were confident. We had to be confident playing against a good side. Jesse (Ryder) got us to a terrific start.
Yuvi played well but overall we didn't play well. We were not overconfident," he retorted whether the team was complacent after back-to-back wins in the first two games.
Marsh expressed optimism that they would bounce back against Mumbai Indians in their next outing on April 20.
"It will be a great challenge against Mumbai Indians and we''re looking forward to the next game. We need to come back from this game," he said.
Asked about the Sachin Tendulkar factor when they play MI, he said the maestro is the best player in the world and his side will enjoy the challenge.
"He''s the best player in the world after Don Bradman.
It''s always enjoyable playing against him. We look forward to the challenge. They have very good players," he said.