Sanju Samson has struck a blistering century in his first match as Rajasthan Royals captain but he couldn't stop Punjab Kings from recording a four-run victory in a high-scoring Indian Premier League thriller.

Samson, who was named captain before the start of the season, struck 119 off just 63 balls but was dismissed off the final delivery of the innings with his side five runs short of the target.

"I don't have words. It was very close ... I don't think I could have done anything more," Samson said after the match at the Wankhede Stadium on Monday.

"I timed it well, but unfortunately couldn't clear the man in the deep.

"It's all part of the game. We thought the wicket was getting better and we could chase the target down. Despite the loss, I think the team played really well."

Earlier, Punjab posted a mammoth 221-6 thanks to quickfire half-centuries from captain KL Rahul (91) and all-rounder Deepak Hooda (64).

Rajasthan's chase got off to a poor start, losing England all-rounder Ben Stokes and Manan Vohra early, before Samson turned the game on its head after being dropped on 12.

He struck 12 boundaries and seven sixes to register the first century of this season's IPL.

But needing five off the final two deliveries, Samson turned down a single off the penultimate ball before holing out to deep extra cover off the bowling of Arshdeep Singh as Rajasthan fell agonisingly short.