After the scores were level after 40 overs of intense cricket, the Super Over came into play.
During Kings XI's Super Over, David Miller departed first ball to Chris Morris but the in-form Shaun Marsh tonked three boundaries to take his team to a formidable 15/1.
Come Rajasthan Royal's over, Mitchell Johnson took the ball for Punjab and removed captain Shane Watson first ball before James Faulkner was run out by Saha to spark off celebrations in the Punjab camp.
The result means that Rajasthan have lost their first game in this tournament.
Earlier, Rajasthan Royals once again rode on Ajinkya Rahane's brilliant shoulders to put up a formidable total of 191/6 in their 20 overs.
Kings XI Punjab bowlers were off target at the start and Rahane and Watson laid a solid foundation with the opening partnership. Watson fell for 45 while Rahane went on to make 74.
After these wickets fell, Punjab did well to come back for a short while with regular wickets. However, Rajasthan found ways to keep the scoring rate up by hitting the big shots equally regularly.
Kings XI Punjab stand-in captain Virender Sehwag won the toss and elected to bowl against Rajasthan Royals at the Sardar Patel Stadium, in Motera, Ahmedabad.
The teams:
Rajasthan: A Rahane , S Watson (Capt) , S Smith , K Nair , S Samson (Wkt) , D Hooda , S Binny , J Faulkner , C Morris , R Tewatia , P Tambe
Punjab: M Vijay , V Sehwag (Capt) , W Saha (Wkt) , G Maxwell , S Marsh , D Miller , A Patel , M Johnson , Anureet S , S Sharma , Shivam S