Jason Holder took four wickets from the final four balls to send England to a 17-run defeat in the deciding Twenty20 and give West Indies a 3-2 series win in Barbados.
With England needing 20 from the last over, Barbadian Holder had Sam Billings, Chris Jordan and Adil Rashid caught on the leg-side boundary and then bowled Saqib Mahmood.
West Indies earlier overcame being subdued by England's spinners to take advantage of some poor death bowling in their 179-4.
Rovman Powell clubbed 35 not out from 17 balls and captain Kieron Pollard supported with an unbeaten 41.
James Vince looked to be carrying England in the chase, but crucially top-edged Akeal Hosein to the mid-wicket boundary for 55.
Left-arm spinner Hosein took a wicket in each of three successive overs, his 4-30 reducing England to 119-6.
Sam Billings kept them afloat with 41, only for Holder to give England's seamers a lesson, ending with 5-27 as the tourists were bowled out for 162.
England return to the Caribbean in March for a three-Test series, with a squad due to be named in the coming weeks.
Before then, director of cricket Ashley Giles will submit a report on their Ashes hammering, potentially sparking changes to the management of the England men's teams.
Source: BBC