But Exeter headed home to Devon with a point of their own after Dave Ewers crossed late on and that means it is the Cheifs who top the table after two weekends of action in the tightest group of all.
"It's a great win but we're disappointed to have slipped up at the end and handed them a bonus point," said Kellock, after his side fought back from 9-6 down at half-time but were 20-9 ahead before Ewers crossed with just four minutes remaining.
"The number one task for us was to get the win. The fact they got the bonus point is a slight frustration but no more because it's still all about what we do.
"It was tough out there because of the rain and that made it really difficult to play in. But I thought the way we controlled the game in the second half was outstanding. There was a reaffirmation of tactics at half time - we got our tactics spot on in the second half."
Glasgow sit third in the pool with five points from two games, the same return as the Blues after the Welsh side shocked Toulon at Cardiff Arms Park on Saturday.
Exeter and Toulon both have six points from two games to leave things finely balanced ahead of the December double headers.
Kellock knows that beating the Blues home and away is likely to be crucial to their hopes of topping the pool as his side seek the consistency that they have been lacking in Europe over recent seasons.
"Exeter's bonus point doesn't have to come back and haunt us. It's about us and making sure we are in the fight. It's about coming out of the back-to-back games against Cardiff Blues in a good position," added Kellock.
"What we've done over the last couple of years is brought consistency into our domestic game. That was lacking previously.We still haven't found that consistency in Europe, although we were very, very close in a lot of Heineken Cup games last season.
"The lessons we've learnt in Europe over the years have stood us in good stead in the league and now it's time to reverse it. We need to look at the wins we've been getting in the league and transfer that into Europe."