Chasing 171 for victory after asking Kings XI to bat first, Gambhir (72, 49b; 11×4) notched up his 33rd IPL fifty to guide his team through for their second win in three matches.
Kolkata beat Gujarat Lions by a record margin of 10 wickets in their tournament opener but lost the second game against Mumbai Indians on Sunday.
While Lynn looks doubtful starter against KXIP, KKR, however, will be boasted by the return of star India pacer Umesh Yadav who has joined the team on Wednesday.
The 29-year-old, who has 35 wickets from 14 Tests in the last 12 months, was advised rest by the BCCI medical team for two weeks after the 2-1 series triumph against Australia.
On spin-friendly conditions, Yadav was incisive with his new-found rhythm as he gave vital breakthroughs to finish the season as India's third-highest wicket-taker behind Ravichandran Ashwin and Ravindra Jadeja.
Lynn is set to miss Thursday's match and is likely to be replaced by Bangladeshi allrounder Shakib Al Hasan.
In an interesting turn of events, KKR batsman Chris Lynn may not be ruled out of IPL 2017 after his injury as Kolkata Knight Riders coach Jacques Kallis said that "it's not as bad" as it was initially feared.
Making full use of his reprieve on 17, Vohra took charge on the KKR opening pace duo of Umesh and Trent Boult.
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As far as the Kings XI Punjab playing XI are concerned, Maxwell may not be someone to tinker a winning combination.
First it was in handing Aussie all-rounder Glenn Maxwell a captaincy debut.
His 44 not out led a six-wicket win over RPS, while in the next match he remained unbeaten on 43 from 22 balls to script a commanding eight-wicket win over RCB.
The visitors have just won twice here, with their last win coming way back on April 15, 2012.
This will also be a homecoming for KXIP wicketkeeper batsman Wriddhiman Saha who would look to thrive on his current form.
Kings XI Punjab (squad): VR Aaron, HM Amla, Anureet Singh, Armaan Jaffer, KC Cariappa, MJ Guptill, Gurkeerat Singh, MJ Henry, SE Marsh, GJ Maxwell, DA Miller, EJG Morgan, NS Naik, T Natarajan, AR Patel, WP Saha, P Sahu, DJG Sammy, Sandeep Sharma, I Sharma, MM Sharma, RK Singh, MP Stoinis, Swapnil Singh, R Tewatia and M Vohra.
Match starts 8pm IST.