Batsmen James Vince (46) and Joe Denly (39 not out) led the way for the tourists as they reached 188.
Anurag Verma was the pick of the Kiwi bowlers, taking three for 46 from his four overs.
In response, the New Zealand XI lost Tim Seifert (12) and Anton Devcich (16), before Anaru Kitchen joined Munro at the crease, combining for an unbeaten stand of 138 to guide the New Zealand XI home with 1.3 overs to spare.
England will begin the international leg of their New Zealand tour against the Black Caps at Hagley Oval on Friday, playing five T20Is and two Tests.
Twenty20 tour opener at Bert Sutcliffe Oval, Lincoln:
England 188-5 in 20 overs (James Vince 46, Joe Denly 39no, Lewis Gregory 29no, Sam Billings 27; Anurag Verma 3-46) lost to New Zealand XI 191-2 in 18.3 overs (Colin Munro 107no, Anaru Kitchen 48no) by eight wickets.