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Swapnil credited RCB head coach Andy Flower for keeping the faith in him in the lead-up to the auction.
Dhoni was dismissed off the very next delivery after the ball was replaced.
CSK needed 17 off the final over to qualify, but Dayal held his nerve despite being hit for a towering six by Dhoni off the first ball to seal it in the end for RCB.
RCB's sixth win on the trot also meant it was the end of the road for five-time champions CSK.
RCB beat Chennai by 27 runs to finish fourth in the IPL points table.
A washout will take CSK through to the playoffs, while RCB will need to win by at least 18 runs or chase the target with about 11 balls to spare.
The Indian batting superstar says once he is done he won't be seen 'for a while.'
Not only did DC lose the game but the 47-run defeat also impacted their net run rate and now they have to sit and wait for the other teams to play out their matches to find out if they have qualified for the play offs or not.
RCB need to win their final game against Chennai Super Kings on Saturday at home and hope other results go their way.
After losing seven of their first eight matches, RCB embarked on a superb five-match winning spree, with Sunday's 47-run win over DC lifting them to fifth in the table with 12 points.