Anderson did nothing to dispel the thought he might become a useful player under pressure. He conceded 11 runs from the final over (after being hit for six first ball) when England needed 16 to win.
"The only way to win the game was if we kept picking up wickets," McCullum said. "But 200 was always going to be a tough chase no matter how good the wicket, how good their start or how short one side of the ground was."
McCullum acknowledged the significance of Taylor's catch to dismiss Morgan cheaply in the 14th over.
"I stressed we had to take wickets and if there was no slip the game would have petered out."
England stand-in captain Morgan felt his wicket and that of Wright were turning points.
"I thought it [201 for four] was probably about ten short of a par score and we could've easily chased it if we hadn't lost those two wickets in the 14th and 15th overs. If established players had been at the wicket the boundary would've become so small and intimidating on one side for bowlers.
"There are small margins in T20 on good wickets. One blow could still have won the game."
Martin Guptill's hamstring will be assessed ahead of the second match on Friday morning (New Zealand time). James Franklin who was dismissed for a golden duck is likely to get a second chance opening if Guptill fails a fitness test.
Kevin Pietersen is likely to return for England to get international match play ahead of the Ashes.
"His role is to win the game for us," Morgan laughed. "He brings something to the table which few other players can."