India star Sehwag came close to a ton, building his score off 57 balls alongside fellow opener Mahela Jayawardene who hit 59 before being caught lbw by Lasith Malinga late on.
Mumbai Indians won the toss and elected to bat in the Feroz Shah Kotla stadium in Delhi. They managed 161-4 off their 20 overs, with Rohit Sharma at number three top scoring with 73 off 43 balls.
Opener Sachin Tendulkar hit 54, off four more balls than that, Dwayne Smith (8) lasted just 12 balls at the start of the innings and Dinesh Karthik fell for just two batting at four.
Kieron Pollard made the total more competitive with 19 not out in the last few overs.
Before the game Delhi were the only team yet to record a win - with the three teams above them in the table all having won two matches - and they stay bottom while Mumbai are in mid-table having won three.
In the evening match Kings XI Punjab chased down Pune Warriors' 185 from 20 overs with just one ball remaining, thanks to a special innings from David Miller.
Aaron Finch (64), backed by cameos from Robin Uthappa, Yuvraj Singh and Luke Wright, who added 34 from 10 balls, gave Pune a very strong-looking total.
But Mandeep Singh's unbeaten 77 from 58 balls set the tone, while Miller blasted five sixes and five fours in a 41-ball 80.
Despite that, however, Kings XI still needed 14 from the last four deliveries - with Wright bowling, Miller took for six, two and six to seal the victory with a ball to spare.