Dhoni almost singlehandedly guided India to yet another ODI title as he made an unbeaten 45 off 52 balls, 16 off them coming in the last over in their chase of 202.
"I went with a heavy bat, the weight was perfect for slogging," Man of the Match Dhoni said at the presentation ceremony.
After bowling out Sri Lanka for 201, India rode on Dhoni and Rohit Sharma's half century to chase down the target with two balls to spare at the Queen's Park Oval.
"15 players have been very good on the field and that is a good sign," he added.
Asked about his penchant for coming good when the chips are down, Dhoni said, "I think I am blessed with a bit of good cricketing sense. I knew I could get 15 runs off the last over, I'm happy that it worked.
"The opposition bowler ( Shaminda Eranga) was not the most experienced in that last over unlike (Lasith) Malinga, so I thought I would take my chances."
Dhoni and Virat Kohli, who led the team in three matches in Dhoni's absence, jointly accepted the winners trophy after the presenter had forgotten about it.
Player of the series was Bhuvneshwar Kumar while Rohit Sharma was awarded the Most Trusted Player of the Series.
Sharma said: "I am really happy with the way we performed. The wicket was not easy to play shots, I wanted to delay my shots and wanted to stay as long as possible in the middle.
Regarding the Indian captain's knock, the Mumbaikar said, "We have seen Dhoni doing it over and over again, so it was not so much of a surprise."
Sri Lanka skipper Angelo Mathews was full of praise for his bowlers.
"It was a great game, the bowlers showed a lot of character to defend 200. Sanga and Thirimanne batted really well, but we lost momentum after that. Had we played till the end, we could have pushed it to 230-240 and that wuould have been enough.
"Herath bowled really well to bring us back into the game, but Dhoni is always a dangerous batsman. We played a good tournament throughout, didn't win the title, but the players showed a lot of character," Mathews said.