Morgan's call to remove Varun Chakravarthy from the bowling attack left Gambhir baffled.
AB de Villiers (76* off 34 balls) and Glenn Maxwell (78 off 49 balls) took the KKR bowling attack to the cleaners after Varun Chakravarthy claimed two wickets in his first over, removing Virat Kohli and Rajat Patidar.
For some reason, however, Morgan decided to bring on Shakib Al Hasan in the next over instead of continuing with Chakravarthy and the call left Gambhir baffled.
"Virat Kohli was a big wicket, no doubt about it. But that has to be the weirdest kind of captaincy I have ever seen in my life. Someone taking two wickets in the first over, and then does not get to bowl the next one," Gambhir, who led KKR to two IPL titles during his playing days, said on Star Sports after RCB's innings.
"Probably when you know the in-form batter is in. You could have probably seen the game in the first six overs, had Varun Chakravarthy had picked the third wicket or dismissed Glenn Maxwell. This game could have been over there and then," he added.
"Yes, AB de Villiers was there, but it would have put pressure on him as well," he further said.
According to Gambhir, if an Indian captain had made the same blunder, it would have led to massive criticism.
"I am happy that an Indian captain did not make this blunder. Because a lot of people would have actually got their daggers out had an Indian captain made this call. That was probably the most ridiculous captaincy I have ever seen," Gambhir said.
"I can't explain that. Because there is no terminology for it - when someone has taken two wickets, and an in-form batter is in and you take off your wicket-taking option in the next over," he concluded.
Coming to the match, RCB thrashed KKR by 38 runs to register their third successive victory of this season. It was a listless batting performance from Knight Riders as none of them except for Andre Russell (31) managed to touch the 30-run mark.
Harshal Patel (2-17), Yuzvendra Chahal (2-34), Washington Sundar (1-33) and Kyle Jamieson (3-41) were among the wickets for RCB.