New Zealand had little preparation for the start of the three-match rubber and it showed in its batting, as the South Africans eased their way to a six-wicket win with 11 balls to spare.
The Black Caps reached 230, chiefly through a rousing 99 off 82 balls from Luke Ronchi - his best ODI score - who oversaw a record-setting last-wicket stand of 74 with Trent Boult.
New Zealand's bowlers strove hard, the fielding was energetic, but AB de Villiers, in particular, and JP Duminy were just too good chasing a smallish target.
When South Africa was 97 for four, New Zealand was well in the hunt. However, captain and man of the match de Villiers and lefthander Duminy's unbroken 139-run stand decided the match.
There was a sense South Africa's batsmen were pacing themselves and could have put the hammer down earlier if they'd had to, which is not to detract from New Zealand's bowling, which kept them honest.
And New Zealand? McCullum felt his side was not far off what he wanted to see. But the batting was too loose at times - a point de Villiers felt separated the sides.
''I don't think New Zealand, up front, were prepared to put in the hard yards. That maybe was the difference between the sides,'' de Villiers said.
Three wickets fell for none in eight balls to spiral New Zealand to 68 for five, and only Ronchi's spirit and inventiveness gave it something to defend.
''It was just a lack of craft, really,'' McCullum said of the batting.
''We just lacked a little bit of game awareness.''
New Zealand did well to take the contest into the penultimate over, although it needed to keep chipping wickets away to maintain some pressure on the visitors, and couldn't.
Targets such as 62 runs off 54 balls and 23 off 24, which once upon a time would have had spectators edging forward in their seats, are now - with wickets in hand - a doddle to players whose pursuit skills have been so thoroughly sharpened by their T20 experience.
De Villiers said although he never felt in on a pitch which called for graft, ''personally, I felt it wasn't a bad wicket, and Ronchi showed that''.
Ronchi certainly demonstrated his full value yesterday.
''I felt pretty good and relaxed in the situation and tried to stay out there as long as possible,'' Ronchi said of only his second bat in three months.
Ronchi also gave Dan Vettori's return to the international bowling crease - 10 overs for 43 - a thumbs up.
The teams meet again on Friday at the same venue. Christchurch's Hagley Oval, venue for the opening World Cup game on February 14, has been officially approved by the International Cricket Council.
The ground has received its ICC Warrant of Fitness, the final hurdle ahead of the Boxing Day test against Sri Lanka.
