Security was tight during the series, with thousands of soldiers and police posted outside the stadium in Bangalore where the opening Twenty20 match was contested on Christmas Day.
Sethi said he doesn't foresee any international teams visiting Pakistan in the near future due to the country's instability.
"There's no one ready to come to Pakistan because of terrorism, " he said. "We have to take some action ... and only then the world will listen to us."
Last week, Sethi came under severe criticism at home for hosting Pakistan test and one-day captain Misbah-ul-Haq on his political talk show on a private television channel.
Misbah highlighted the various weaknesses in the Pakistan team after it drew its recent test series against South Africa 1-1 and lost its one-day series 4-1 and Twenty20 series 2-0.
Sethi said Misbah wanted to respond "in a controlled environment" to his critics after Pakistan's poor form against South Africa.
"We decided that he will be asked all the questions ... and there will be no follow up questions as he wasn't getting that chance on other TV channels," Sethi said.
The PCB chief said he had no intentions to drop Misbah before the 2015 World Cup in Australia and New Zealand given the recent lackluster results of Pakistan team.
"Misbah will be the captain for 2015 World Cup," he said.
He added that Pakistanis needed to have more patience with the team.
"If you have to prepare team for the World Cup, you have to give time to youngsters, you have to experiment with them," he said.