"The ball was not that wet. We picked early wickets but they set the game up for (Kieron) Pollard. We did not hit the yorkers as well as we would have liked," said Duminy.
Pollard plundered a 14-ball unbeaten 26 aided by three over boundaries to carry the Mumbai Indians to a five-wicket victory.
Having notched up 152/6 in their innings, Duminy felt his side had fallen short.
"170-175 would have been par but to take it to the last over with that score was a good effort."
Mumbai Indians won the game by reaching 153/5 with only three balls left in the game.
After the defeat, Delhi Daredevils now find themselves in the sixth spot, but Duminy felt his boys should keep their heads up to be in the reckoning for the four play-off places.
"There are still four games to go. We have to keep our heads up and keep focussing on the next game," said the South African.
He also took heart from his teammate Yuvraj Singh cracking a half-century.
"I thought Yuvraj played well and that's a big positive for us. There is still a long way to go."