A brilliant 49-ball 65 not out from New Zealand captain Tom Latham was in vain as Bangladesh clinched a thrilling four-run victory in the second Twenty20 international and took a 2-0 series lead, on Friday.
The Kiwis needed six off the last delivery from pacer Mustafizur Rahman, a single was all Latham could score and the visitors finished with 137-5, in reply to Bangladesh's 141-6.
Bangladesh had won the opener of the five-match series by seven wickets, bowling New Zealand out for its joint-lowest ever T20 international score of 60.
New Zealand fared better in the second game thanks to Latham, who came to the crease after openers Rachin Ravindra and Tom Blundell were dismissed in quick succession, with the scoreboard reading 18-2.
Latham and Will Young appeared set to stabilize the innings, but left-arm spinner Shakib Al Hasan (2-29) dismissed Young for 22.
With left-arm spinner Nasum Ahmed (1-17) and off-spinner Mahedi Hasan (2-12) providing Shakib support, New Zealand found it tough to pace the innings despite Latham's presence.
Nasum got the better of Colin de Grandhomme and Mahedi baffled Henry Nicholls with an extra bounce to further derail New Zealand's innings.
Latham somehow managed to keep the team on track with support from Cole McConchie, but a middle order collapse meant New Zealand still needed 19 runs to win from the last over.
Mustafizur, who struggled to get his line and length, handed New Zealand the edge when he delivered a beamer that went for boundary and conceded five runs.
With eight runs required off the last two balls, Latham failed to connect on both occasions.
Earlier, captain Mahmudullah scored a 32-ball 37 not out to help Bangladesh post a decent total on a slow pitch after opting to bat first.
Opener Mohammad Naim scored run-a-ball-39 and Liton Das added 33.
New Zealand countered through left-arm spinner Rachin Ravindra, who dismissed Liton and Mushfiqur Rahim for ducks off consecutive deliveries.
Off-spinner Cole McConchie got the prized wicket of Shakib Al Hasan for 12 as New Zealand took the upper hand.
But Mahmudullah and Nurul Hasan put up 32 off 22 towards the end to help the side propel past 140.
Ajaz Patel, McConchie and Hamish Bennett scalped one wicket each to complement Ravindra's 3-22.