The RCB skipper asserted that they have to get back to winning ways soon.
Chasing a modest target of 93, KKR romped home with 10 overs to spare.
One hopes that the decision to step down from T20 captaincy helps Kohli to relax and tone down his on-field behaviour when India takes the field during the World Cup.
"I’ll continue to be an RCB player till I play my last IPL game," said Kohli on RCB's Twitter handle.
RCB are currently placed third in the league table, having won five of their seven matches.
Sehwag feels there can't be a better mentor than Dhoni when it comes to young players, who are a bit introvert and need someone to guide them, as they try to express themselves on the field.
Having taken over the RCB captaincy full-time in 2013, he hasn't been able to deliver a single title and took them to just one final.
Kohli's deputy Rohit Sharma is considered as a "leader", who has effectively learnt to take a young troop along.
By announcing well in advance that he will relinquish the T20 captaincy after the T20 World Cup, Kohli has played it smart.
The star batsman will continue to lead India's test and one-day teams.