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.
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.
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"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.
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.