Delhi needed 11 in the last two overs and Shreyas and Ashwin made sure the side doesn't suffer any hiccups as the spinner whacked a six on the first ball of the final over to seal the game.
Chasing 130, Delhi Capitals got off to the worst possible start as they lost three wickets in the powerplay. The Rishabh Pant-led side might have scored 46 runs in the first three overs but three key wickets made sure Mumbai Indians were in the game.
Kieron Pollard's direct hit removed Shikhar Dhawan in the second over while Krunal Pandya and Nathan Coulter-Nile dismissed Prithvi Shaw and Steven Smith to reduce Delhi to 30/3.
Pant and Shreyas Iyer stitched a 27-run stand for the fourth wicket before Jayant Yadav bamboozled the wicket-keeper batsman for 26.
Wicket kept falling at regular intervals and Delhi Capitals were soon found reeling at 93/6 before Shreyas and Ravichandran Ashwin hold the fort to take the side home.
Earlier, Mumbai Indians scored 129 in the allotted 20 overs after been asked to bat first. Suryakumar Yadav and Quinton de Kock scored 33 and 19 runs respectively which were also the top two scores by Mumbai Indian batsmen.
Brief Scores: Mumbai Indians 129/8 (Suryakumar Yadav 33, Quinton de Kock 19; Axar Patel 3-21, Avesh Khan 3-15) vs Delhi Capitals 132/6 (Rishabh Pant 26, Shreyas Iyer 33; Krunal Pandya 1-18)