New Zealand won the Test series 1-0 on Tuesday after the second match at the Basin Reserve ended in a draw highlighted by captain Brendon McCullum's triple century. (Agencies)
India have not won a Test overseas since June 2011, when they beat West Indies in the first match in Jamaica and clinched the series after the next two games were drawn.
They have since lost nine and drawn two of their 11 overseas matches and with a team in transition after the retirement of greats Sachin Tendulkar, Rahul Dravid and VVS Laxman, are struggling to find consistency on foreign shores.
The visitors did not win a single game on their shortened tour of New Zealand, losing the five-match one-day series 4-0 with one game tied, and while they had chances to win both Tests, were unable to take their opportunities.
"There were instances where we could have capitalized on the kind of start we got or if we had a good partnership in the middle but we failed to do that," Dhoni told reporters in Wellington.
"We saw a glimpse of that in the Test match here and the last Test also in the second innings, we bowled fantastically to come back into the series.
"Then when we were batting I felt we had a good partnership going then we lost wickets at the wrong time and that put pressure back on ourselves."
Of the four innings, India's bowlers played well in two and their batsmen performed well in two. Unfortunately for their passionate supporters who created a carnival atmosphere at both games, they were unable to string the performances together in the same match.
Ishant Sharma took six wickets twice, including a career-best 6-51 in the first innings in Wellington, but he also went for 0-164 in the second innings as New Zealand compiled a record 680-8 declared.
Mohammed Shami was a bustling presence who threatened on occasion, while Zaheer Khan's pace was down, even if his control and swing were still dangerous.
India's real problem in their bowling was a lack of a stand-out attacking spinner, however.
Ravindra Jadeja was given the opportunity to establish himself but his batting was more threatening than his bowling on New Zealand wickets.
India's batsmen also struggled to stamp themselves for a full match though Virat Kohli underlined his class in both the one-day series and Tests.
Opener Shikhar Dhawan top-scored with 215 runs in the two Tests and managed to bat his way out of a slump by grabbing his second Test century in the first match and then 98 in Wellington.
"I think our bowling performance was really good, still we can improve our batting," Dhoni added.
"I feel as a batting unit, we have done well, we have shown improvement but we have to be more consistent.
"Maybe all the batsmen have one got one good innings in the last four Test matches.
"If we can improve that and make it two or three innings, then the situation of the team really improves."
While Dhoni was disappointed, he still felt that his side had taken a step forward in their two overseas tours to South Africa and New Zealand.
"I think we have been improving and if you compare those two series with the last few that we have played there's plenty of improvement," he said.
"So that's what it's all about, you want to keep improving to a stage where you start converting those good situations or good starts into better starts and start capitalizing on it.
"What I wanted was for them to improve as cricketers. I'll take that and move on to the next series,” he said.
New Zealand won the Test series 1-0 on Tuesday after the second match at the Basin Reserve ended in a draw highlighted by captain Brendon McCullum's triple century.