West Indies claimed a three wicket victory on the last ball of the match.
England posted 139-7 from their 20 overs in which Sarah Taylor (34) continued her form, Katherine Brunt top scored with 35 and Danielle Hazell hit a maximum on the way to 18 not-out off eight balls.
After losing early wickets Deandra Dottin turned things around for the West Indies clearing the ropes on five occasions as she hit 62 off 34 balls.
The England bowlers continued to exert the pressure in the final overs, forcing West Indies to score off the last ball to secure victory as they finished on 140-7.
England Women will fly out to Sri Lanka on Wednesday for the ICC World T20 and will play their first match of the competition against Pakistan in Galle, on Thursday 27th September.
Captain Charlotte Edwards said: “We tinkered with our batting order and team a bit today all in preparation for Sri Lanka but the girls still put in a fantastic performance.
“We were just undone by an unbelievable innings by Deandra Dottin, credit to her for a match winning performance.
“We’ll be taking a huge amount of positives from the series; there have been key contributions from a lot of our players over the five matches which is always good with World Cups ahead.
“The bowlers have been fantastic throughout the series and it’s been another really good team performance.
“We’re going to Sri Lanka with confidence and are really looking forward to the next few weeks.”