Though KKR entered the semi-final, Gambhir feels they still have a long way to go to win the championship.
Gambhir, who led the IPL champions to a 12th win in a row, said they were nothing too ahead.
"A champions side is one which stays in present and focuses on each and every game. If we had not done that we wouldn't have such a great run," Gambhir told reporters after his side beat the team from Australia in the last over here Wednesday night (September 24).
"Most of the wins have been very close but then is what the character of the team is. There were situations in the past when we couldn't have finished such kind of games. This team has come a long way," he said.
The skipper termed Suryakumar Yadav's 19-ball 43 as an unbelievable knock and described him as the player of the future.
"I have not seen something like this especially so much fearlessness going in that situation and hitting first two balls out of the ground. He is unbelievable player. I have not seen many cricketers like him in India at the moment so fearless and so unorthodox as well," he said.
On Kuldeep Yadav, who was man of the match for his three for 24, Gambhir said he is a special talent.
"We were just waiting for the right time to introduce him because sometimes you really need to be careful when you introduce a young bowler and how much confidence you need to give him because they can easily lose the confidence," he said.
On the strategy after losing two early wickets, Gambhir said they wanted go hard upfront.
"Our game plan was to go hard at top even if we end up losing couple of wickets because we knew that if someone like Andre Russel is batting at number eight it gives us lot of depth in our batting. That was the game plan sometimes it works sometimes it doesn't," said KKR captain.
Gambhir doesn't believe that the credit for the team's winning run goes to him. "I don't change my stand ever. A captain, whoever he may be, is only as good as his team. I have been given the responsibility to lead KKR. I have tried to do it to the best of my ability and with utmost honesty," he added.
On Sunil Narine, Gambhir said he is not a mystery bowler but a quality bowler. "Someday people may end up solving that mystery when but it is just difficult to handle a quality bowler."