Dhoni (139 not out) and Jayawardene (107) put on 218 for the sixth wicket, as Asia posted a challenging 331-8 before restricting Africa to 318-7 in an exciting day-night match to complete a 3-0 sweep.
The previous best for the sixth wicket in one-day internationals was 165.
Skipper Justin Kemp posed the main threat to Asia's total with a blazing 76-ball 86 with seven sixes, but his team's hopes virtually ended when he was bowled by left-arm spinner Mohammad Rafique (4-65) in the 46th over.
Africa were struggling at 159-5 before Kemp added 122 for the sixth wicket with Shaun Pollock, who remained unbeaten with 58 off 49 balls.
Africa began the chase on an impressive note as AB de Villiers and Vusi Sibanda added 117 for the opening wicket before faltering against Asian spinners Rafique and Harbhajan Singh (3-48).
South African De Villiers hit three sixes and seven fours in his 63-ball 70 before becoming Bangladeshi Rafique's first victim and Boeta Dippenaar lasted just one bal