Shami is India's highest wicket-taker in the tournament with 12 victims in five matches.
Asked about Dhoni's contribution in his two-year international career, Shami said: "I like the way he (Dhoni) handles the team and handles me as a bowler as I have made my debut under him across all formats. I am always free and I have never been tensed when he has captained the side.
For Shami, it's paramount as a bowler that he gets proper backing from the captain and Dhoni has exactly done that. In fact, he went a step ahead and said that he felt more comfortable in the Indian dressing room than the domestic team (Bengal) that he played.
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"When I was playing domestic cricket (for Bengal), I used to think about what I would talk to the seniors when I reach the international level. When I came to the international level, I felt a lot more comfortable than the domestic level. This is the confidence that has helped me thus far and I will try to take forward this self confidence ahead," he added.
"You look to work on those plans and bowl accordingly. As a bowler, you have your own plan and so does the captain and you need to have both of them in mind while bowling. We follow those plans. If 'Plan A' is not working then we switch to Plan B.