Ferguson scored an unbeaten 40-ball 70-run knock and together with Christian (42) added quickfire 84 runs for the fourth wicket to propel South Australia to a competitive 188 for five after opting to bat.
The target eventually turned out to be too steep for KKR as they lost wickets at regular intervals to be restricted to 169 for nine, thereby handing South Australia a 19-run victory.
'I never thought they would get to 180-odd. It was a brilliant effort from Ferguson and Christian,' a visibly disappointed Gambhir said after the match.
'Sometimes we've bowled well in patches, and sometimes batted well in patches. At times we haven't complemented our batsmen, sometimes our bowlers,' he added.
His counterpart Michael Klinger was also full of praise for Ferguson and Christian, saying the two batsmen laid the basic foundation for South Australia's win.
'The innings from Callum (Ferguson) and Christian were unbelievable. Those two were fantastic, they pushed a lot of twos and ran really hard when the pitch slowed up,' Klinger said.
Asked about the reason behind leaving out speedster Shaun Tait for yesterday's match, the South Australia skipper said, 'We left out Tait purely because of the conditions. Tait, with extra pace, on this wicket is slightly easier to way probably.'
Man-of-the-match Ferguson, in turn, credited his partner Christian for his match-winning knock.
'It was difficult early on, took a while to get in. Christian came in and made it easier for me by hitting some boundaries. We finished the innings well,' he said.