"Of course we are disappointed. We won 80 per cent of the game, but Mumbai are undefeated here at home. We have been criticised throughout the tournament how poorly we have batted and I think we showed people we are capable with the bat...," Moody said at the post-match press conference.
"I think we had more than a competitive total on that surface but there was one bloke (Pollard) who got in our way, it is as simple as that. At one stage they were needing over 15 runs an over, more often not, you win those games but today wasn't the case," he added.
The big-hitting Trinidadian made a blistering unbeaten 27-ball 66 to snatch victory for his team from the jaws of defeat.
Mumbai Indians scored 50 runs off the 17th and 18th overs bowled by Thisara Perera and Amit Mishra but Moody defended his bowlers.
"I don't agree that Thisara's over (29 runs) cost us the match at all. When you are on a good surface, when there is big total being scored, there is going be an over or two that are going to be expensive. That was an expensive over but I think the focus needs to be more on Pollard's hitting," he explained.
"He has done that a couple of times this season. I felt we won 80 per cent of the game. We batted very well, we posted a good total. We were controlling the game right upto the 15th over and Pollard chanced his arm and it came off...it was his day and with his power he is unstoppable at times," the Aussie said.
Dale Steyn had been troubling Pollard, and asked if the South African would have been a better choice to bowl the 18th over instead of the leg-spinner Mishra, the Hyderabad coach justified the action and said Pollard had been unable to read Mishra's bowling.
"Hindsight is a wonderful thing. I wouldn't criticise the Mishra over at all. It happens...Mishy is a wonderful bowler and he is the leading wicket taker in IPL history. You have got to back your gut feeling and for Cameron (White) the gut feeling was Mishra and on this day it didn't come off.
"We obviously felt Pollard wasn't reading Mishra particularly well, so he took a chance with Mishra. Whoever was going to bowl that over was going to be under pressure. Steyn can only bowl four overs and it is getting the timing of the four right," he said.
Moody also praised Shikhar Dhawan and Hanuma Vihari for their knocks.
"Shikhar Dhawan is a very good player. He batted well in the first innings but I think he was well supported throughout the innings. Vihari's innings I thought was a mature innings for a young kid, the way he played an important role in couple of key partnerships that gave us total we got," he said.
Moody said this was the best wicket they had played on, in terms of a batting track.
"This season it was the best surface we played on. It was a very good cricketing surface. Dale Steyn showed if you are a quality fast bowler you can cause some headaches and our batters along with couple of Mumbai Indians batsmen showed you can really express yourself when you get in," Moody said.