McCullum's men were spanked by 10 wickets in the series-deciding Twenty20 match at Westpac Stadium in Wellington tonight after their paltry total of 139-8 was easily overhauled by England in the 13th over.
With only a day or so to analyse and break down their Westpac woes before the 50-over fixtures get underway, McCullum said the side had to pick themselves up quickly.
"We expected to win the T20 series coming in to it," McCullum said. "So to lose it we are obviously disappointed about that. But I thought we bounced back straight away in the second game [of the Twenty20 series] and I expect us to bounce back strongly in the first game of the one-dayers in two days time.
"So that's a characteristic of this team that we are showing at the moment, our ability to bounce back and we are going to have to do so in that little while because England will obviously be reasonably confident after this performance, albeit with a new squad of theirs coming in as well."
England add heavy-hitters, Jonathan Trott, Alastair Cook, James Anderson, Ian Bell and Graeme Swann to their squadron for the one-dayers, which improves their side exponentially.
New Zealand are riding high in the 50-over format following their 2-1 series victory over South Africa in the Republic last month and McCullum said it was their best form of the game.
"Given recent results I think it is. I think it's a form that's not so frenetic as well. You can actually play okay in periods of the game but you're never not necessarily out of it. But tonight we were out of the game pretty quickly.
"So I think in one-day cricket because it lasts a fraction longer you are able to fight your way back in to the game. I think we've got a reasonable game plan in one-day cricket as well, especially with our batting and obviously we welcome back Kyle Mills who's an experienced bowler for us in that form of the game."
Mills' accuracy and control will be helpful in the three-match one-day series, which also has stops in Napier and Auckland during the next week.
In the final Twenty20 game New Zealand's bowlers struggled to hit their length and that lack of consistency was costly as English openers Alex Hales (80) and Michael Lumb (53) took advantage.
Granted the Kiwi bowlers didn't have enough runs on the board to work with but half volleys and short balls are no way to build pressure.
They also did themselves no favours in their field as they shelled two catches which they needed to take if they wanted to pull off an unlikely victory.
English seamer Stuart Broad, who claimed a game-changing 3-15 from his four overs in Wellington, said the side would have to change their focus quickly heading in to the one-day series.
"It will be important that we pick up where we left off today, really and hit the ground running because I think the one-day series is over in six days or a week and there's no time for slip-ups," he said.
"So we are going to have to hit the ground running. The guys who have had a month off or three weeks off will obviously be finding their way back in to cricket and it's not the easiest thing to do in international cricket so we'll need to be right on the money come Sunday."
