Hesson said he and batting coach Craig McMillan thought they'd heard two noises from the boundary as well.
"We were going 'he's probably nicked it" and clearly he didn't. We didn't have a great view at wide third man but those things happen."
New Zealand's protocol in those situations is that captain Kane Williamson "generally looks to the guy square on in terms of the height.
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"The keeper sometimes has a good look, sometimes he's obscured. First slip sometimes has a better look and he was unsure.
"All that's got to happen pretty quickly and it was pretty costly in the end," Hesson said.
New Zealand fly to Canberra today to prepare for the second ODI in the three-game series tomorrow.
There would be no team selection decisions until after seeing the Manuka Oval pitch, but Hesson hinted strongly that senior seamer Tim Southee would return.
He missed out to Matt Henry in the fast-medium mix for yesterday, Hesson pointing out world No 5-ranked Henry's compelling ODI form warranted his selection.
He's taken 12 wickets in five ODIs against Australia, including eight in three matches last summer. Overall Henry has taken 56 wickets in 28 ODIs at a tidy 23.42 apiece.
"It was a tough call but we've backed Tim a lot in terms of test cricket. Matt, with what he's done in the last 12 months, he deserved that first crack."