India lost Virat Kohli (13 off 29 balls) and Cheteshwar Pujara (15 off 80 balls) to a sensational Kyle Jamieson spell inside the first eight overs of the Reserve day before being all out for 170, giving the Black Caps just 139 runs to win the WTC title. Captain Kane Williamson (52 not out) and Ross Taylor (47 not out) took New Zealand home with a 96-run unbroken stand for the third wicket.
Southee believes that the crucial wickets of India captain Virat Kohli and Cheteshwar Pujara on the final day had set up his side's triumph.
"We knew it was going to be tough on the final day, three results were possible then and the first hour to be crucial. But picking up the two wickets in that period was crucial in the end," Southee said in a video interview released by New Zealand Cricket.
"I have never experienced 139 runs taking so long (to chase down) and there was a lot of nervous energy in the change room."
"We had two experienced guys among us who are synonymous with this team not only in the last two years but also probably in the last 7-8 years. To have them, it was very calming for the guys in the change room," said Southee who took five wickets in the match.
Southee feels that New Zealand's first World Test Championship triumph over the mighty Indian team will take at least a couple of weeks to sink in.
"It is amazing to be part of this team. We have been working for this (WTC final win) for the last two years. Not only the 15 players but others probably in the last 5-6 years (have contributed) to get us to where we are now. It is very special. We had come very close to a few tournaments. It is yet to sink in and may take a couple of weeks."
Opener Tom Latham said it has been "a massive ride" in the last two years.
"For me, to be involved in the 2015 and 2019 World Cup, to come so close and then come across the line here in a completely different format, a new format that hasn't been contested before is great. From our point of view to win a Test championship final was probably the biggest occasion. We played some really good cricket leading up to it."
On wicketkeeper BJ Watling, who announced his retirement during the WTC final, Southee said, "He is a champion bloke and he has given his best throughout his career. He deserved to finish like this."
"He's been the heart and soul of this group, he's often been the guy who goes unnoticed, he just goes about his business without any fuss. He's been the guy in the crisis for us, we are going to miss him," Latham added on Watling who has played in 75 Tests."