The Caribbean outfit put in a much improved performance with Shai Hope and John Campbell hitting centuries in the second innings after being asked to follow-on.
The tourists eventually fell to a seven-wicket loss but it was a far cry from the innings defeat in the first Test.
Chase said after the game: "I think this is a stepping stone, a building step for us to go forward and improve as a Test-playing nation.
"This is a performance that I think will give us the confidence and boost us in terms of that belief that we can do it against proper Test-playing nations.
"I just want to see the guys continue in this vein and don't let us go back to those ways. Even if it's for us to lose, we have to lose in a good way.
"In a positive way, where we can have a lot of positives coming out of the game."
West Indies' next Test match is in December against New Zealand and Chase is hoping his side will climb up the table in the World Test Championship.
He added: "I think that we had a chat and this first year in the cycle, we always know it was going to be tough with opposition like Australia, India and then we go to New Zealand.
"But I think that once we learn from what we've done in those series and take it into the next year where we have guys like Sri Lanka and Pakistan, guys that we are closer to in the rankings, I think that we can be more competitive against those once we learn from these games."
India wrapped up a dominant 2-0 series win over the West Indies after cruising to a seven-wicket triumph in the second and final Test at New Delhi's Arun Jaitley Stadium on Tuesday.
India are on the cusp of sealing a 2-0 series victory, but it was not without plenty of steely resolve with the bat from a stoic West Indies line-up in Delhi on Monday.
India took control of the second Test against West Indies thanks to a five-wicket haul from Kuldeep Yadav on day three at the Arun Jaitley Stadium on Sunday.
India tightened their grip on the second Test against West Indies in Delhi as Shubman Gill's commanding century and a trio of wickets from Ravindra Jadeja left the visitors struggling on day two.
