They will have a return fixture on Anzac Day which will be New Zealand's final home game but first they must travel to China who they face on Friday.
Their male counterparts had a harder time in Sydney suffering a 5-1 defeat.
The Black Sticks remain bottom of the Pro League table while Australia jumped to the top with their fifth win in seven games. With six of their final seven games on the road it looks a tall order for the Black Sticks to move into the top four.
New Zealand kept the home side at bay for most of the opening quarter with an aggressive style which denied Australia any shots on goal until three minutes remaining when they scored on repeat visits down the Black Sticks' end The first quarter scoring didn't finish there with New Zealand hitting back when Hayden Phillips pounced on a penalty corner rebound. Unfortunately for the Black Sticks that was their only goal of the game while Australia increased their lead in the second quarter.
Jack Welsh made it 3-1 when he was left unmarked in the attacking circle before another was added shortly after halftime. Some poor defence saw Australia make it five when Shea McAleese gave up the ball deep inside his own half and Daniel Beale turned the turnover into another goal.
"We came out and tried to be aggressive early on and the Aussies run over us a bit in the first half," New Zealand captain Arun Panchia said. "We tried something different and [were] aggressive but it's just unfortunate."
New Zealand head to Argentina next month ahead of their final home game against Australia, before finishing the tournament with five games in Europe.