Chasing Kings XI Punjab's small target of 132 for nine, KKR were all out 109 with 11 balls to spare.
Yadav played some unorthodox shots as he smashed three boundaries and a six in his 17-ball knock which had given the team's supporters some hope at the end if the match after their top order failed miserably.
KKR skipper Gautam Gambhir continued his poor show in the tournament as he was out for 1 on Saturday.
Chris Lynn (13) and Robin Uthappa (19) were the two other batsmen to reach the double-figure mark.
Sandeep Sharma was the successful of the Kings bowlers as he picked up three wickets by giving away 21 runs in his four overs which also included a maiden.
KKR bowlers, specially spinners, helped them restrict Kings XI Punjab to 132 for nine.
KKR spinners Piyush Chawla and Sunil Narine took three wickets apiece.
Virender Sehwag remained the top scorer for the side with his 37.
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