"I won't mind coming back here again, score a double hundred and take another Rs 10 lakh," he joked.
He said the Holkar Stadium was perfectly suited to his batting as he was able to play his shots.
"It's a true batting pitch. It's a kind of pitch on which you can play defensive shots initially and then play your shots later to score," he said.
Asked if he thought when he started his career that he would one day score a double hundred in ODIs, Sehwag said, "It's still sinking in. I have not thought about that when I started.''
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Sehwag Special
"But after playing 10 years of international cricket you start thinking that you can do it when experienced. I knew I can score 200 if I can bat 50 overs. When I was there for 47-odd overs last time (against Bangladesh at Mirpur earlier this year) I scored 175 and here I was at crease for some 46 overs," he said.
Sehwag was all praise for debutant leg-spinner Rahul Sharma, who returned 3-43 on Thursday.
"Rahul Sharma was impressive today. He is a good prospect because he bowls at around 90kph. On a wicket which stops and turns, he will be difficult to face by batsmen," said Sehwag who was adjudged man of the match.
Sehwag said that India would look to win the fifth and final ODI in Chennai on December 11 and end the series 4-1.
"We would look to win the series 4-1 by winning in Chennai. If we do well in batting, bowling and fielding there we will win," he said.
West Indies captain Darren Sammy admitted that Sehwag had taken the game out of their reach.
India vs West Indies"Sehwag just took the game away from us. He played a brilliant innings. He has destroyed bowlers all over the world. We bowled some good balls but he played better shots. We were at the receiving end today," said Sammy.
"The pitch was a belter and we got pegged back by their spinners. But we managed to get past 250. There was some hope because we had seen South Africa chase 400 plus. But Indian bowlers kept taking wickets and that made it hard for us," he said.