Punjab Kings failed to score four runs in the final over with 8 wickets in hand.
Chasing 186 to win, PBKS were 182/2 at the end of 19th over but they failed to score four runs in the final over of Karthik Tyagi despite having eight wickets in hand.
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Tyagi conceded only one and dismissed Nicholas Pooran (32) and Deepak Hooda (0) in the third and penultimate delivery to pull off a heist for the Royals, restricting Punjab to 183/4.
Speaking at the post-match press conference, Kumble admitted that losing IPL games narrowly has become a pattern for his team and this defeat was certainly a difficult pill to swallow.
"It's sort of become a bit of a pattern for us, especially as soon as we get to Dubai, it seems. There was a clear message saying we need to finish this game in 19 overs, and that was the approach," Kumble said.
"Unfortunately, we let it till the end, and in the last couple of balls it becomes a lottery (with) a new batsman going in, it is a bit of lottery."
The former India leg-spinner also praised Tyagi for the way he bowled the final over.
"But credit to how Tyagi bowled the last over, it was pretty obvious that he's going to bowl wide outside the off stump, but somehow our batters didn't take the right options.
"Yes, it's become a pattern, that's something that we need to discuss and sort out. We have five more games, but again, we don't want to get bogged down by this defeat. It's certainly a difficult pill to swallow," elaborated Kumble.
Earlier, Arshdeep Singh (5-32) and Mohammad Shami (3-21) starred with the ball as Punjab bundled out Rajasthan for 185 in 20 overs.
While Kumble hailed the bowling effort of his side, he rued that the batsmen couldn’t take the team over the line.
"It was a very good wicket, in fact, we really came back in the last four overs, I think we gave just about 20 runs and picked up six wickets. Arshdeep (Singh) bowled brilliantly, (Mohammad) Shami bowled brilliantly, (Harpreet) Brar bowled really well on a tough pitch.
"And remember one side of the ground, the boundaries were short, the other was longer. At one stage, Rajasthan were looking to score almost 200-210, so to really squeeze the last four overs and pick up six wickets, I thought the bowling effort was really good," said the head coach.
"I think the batting showed till the 17th over that we were cruising, unfortunately 18th, 19th (over) sort of pulled us back after that six (Aiden) Markram hit. After that, we just got singles and then lost wickets and took it to the last over, which unfortunately we couldn't finish," he added.
According to Kumble, the team management had given a clear message to finish the game in the penultimate over.
"As batsmen, they certainly know what their scoring shots are, it's not about just the scoop. It also boils down to that particular batsman. When you have 8 runs in 12 balls, I don't think we needed a scoop, all it needed was a bit of hitting, and even if someone got out, the next batsman would at least get five or six balls to get those runs.
"When it goes to the last couple of balls, it becomes really hard," he said.
(With PTI inputs)