After being put in to bat at the toss, the Proteas Women got to total of 183-5 in their 20 overs thanks largely to a blazing knock of 61 not out off just 26 balls from Chloe Tryon that included six sixes.
Tryon was supported by Nadine de Klerk, with 46 from 33 deliveries, after the pair came together when the Proteas needed to do a bit of work when the score was 82-4 in the 13th over.
Captain Laura Wolvaardt continued to show her good form with a fluent 43 from 27 balls but the rest of the top-order failed to get good time in the middle ahead of the global showpiece.
New Zealand skipper Amelia Kerr was the catalyst to her team chasing down the 184-run target with 61 from 32 balls, while opener Georgia Plimmer contributed 38.
The Kiwis always stayed on track with the required-rate but lost a cluster of wickets in the middle overs as the Proteas sniffed an unlikely victory.
The game indeed went into the final over but Maddy Green (19 not out) made sure it was New Zealand that came up trumps with a couple of balls to spare.
The ICC Women's World Cup kicks off on Friday when hosts England take on Sri Lanka in Birmingham with the Proteas Women now preparing for their opening clash against Australia in Manchester on Saturday.
Laura Wolvaardt continued her good form with the bat while Marizanne Kapp starred with the ball as the Proteas Women beat Ireland by 16 runs in their T20 World Cup warm-up clash.
The Proteas Women will travel to Bulawayo in September for a historic first-ever T20 International series against Zimbabwe Women, with the neighbouring nations set to contest five matches at Queens Sports Club.
The Proteas Women have confirmed their 15-player squad for the 2026 ICC Women's T20 World Cup as Sthey look to build on recent success and challenge for a maiden global title in England and Wales.
Proteas Women's captain Laura Wolvaardt has advanced to third place in the latest T20I batting world rankings following a brilliant home series against India.
