The match, disrupted by a 75-minute lightning delay at the start, saw West Indies post 114-3 in 10 overs, with Shai Hope and Shimron Hetmyer leading a punishing display of power-hitting.
Hope, the West Indies captain, scored a quick 48 off 19 balls, including three fours and three sixes, before being dismissed in the final over.
Hetmyer remained unbeaten on 48 from just 22 deliveries, smashing six sixes, though he was denied the strike in the closing stages. Rovman Powell contributed 13 from seven balls, while Johnson Charles fell attempting a drive off Lungi Ngidi, caught by Jason Smith.
Despite Keshav Maharaj's probing spell and Aiden Markram conceding 18 runs in a solitary over, the West Indies batters maintained an aggressive approach, highlighted by Corbin Bosch's tidy 2-0-16-0.
Chasing a revised DLS target of 125, South Africa made early inroads through Quinton de Kock, who struck 28 from 14 balls but was caught long on off Gudakesh Motie.
Ryan Rickelton and Dewald Brevis provided brief resistance, though Brevis was brilliantly caught by Romario Shepherd on three and later dismissed at long on. Jason Smith's 26 from 10 balls revived hopes briefly, but contributions from George Linde and Tristan Stubbs were insufficient.
West Indies' bowlers, particularly Akeal Hosein (2-0-17-3) and Motie (2-0-17-3), were clinical in the closing stages, while Shamar Joseph claimed the crucial wicket of Smith in the final over.
Ultimately, South Africa fell agonisingly short but secured the series win 2-1.
Quinton de Kock praised Ryan Rickleton's ability to adjust to the No 3 role and believes the rest of the lineup will need to show similar levels of adaptability if the Proteas are to win the T20 World Cup in India.
Left-arm wrist spinner Tabraiz Shamsi says he is committed to the Proteas despite his consultancy stint with the West Indies during the recent T20 series.
Pakistan delivered a commanding all-round display to thrash Australia by 90 runs in the second T20 international in Lahore, sealing the three-match series with an unbeatable 2-0 lead.
David Miller has been declared fit to join the Proteas squad ahead of their departure to the T20 World Cup after recovering from an abductor muscle injury sustained during the SA20.
