"It is a great feeling, that was the biggest over of my life. There was a lot of pressure but I bowled well," said Nehra.
The left-arm seamer conceded only three runs besides taking a wicket as Pakistan, needing nine off the last six balls, fell short of India's mammoth 349 for seven by five runs.
With the seasoned Moin Khan at the striker's end, Pakistan needed six runs off the last ball to win. The situation reminded Javed Miandad's last ball six off Chetan Sharma to give his team a thrilling win in Sharjah in 1986.
Nehra said he was confident of his bowling.
"He (Moin Khan) is a good batsman but I was keeping the ball right up there."
Winning captain Sourav Ganguly hoped "it is not going to be so close for the next one month".
"If it (the series) stays that close it is going to be too close for the two captains," Ganguly said.
"The first 15 overs we had the match under control, but Inzy (Inzamam-ul Haq) batted superbly."
Coach Miandad, who was busy egging on his batsmen as the match entered the closing stages, admitted indisciplined bowling cost Pakistan the match.
"No balls and wides are not good in One-day cricket. The bowlers hopefully have learnt their lessons," he said.
He was, nevertheless, full of praise for Inzamam who he felt led from the front as a captain.
"Inzy took up the responsibility. He was the experienced player in the side and he guided his players beautifully.Everybody enjoyed the game and both the teams played tremendous cricket. But if we had won, it would have been different for us."
Man of the Match Inzamam was disappointed to end on the losing side despite his hurricane 122 off 104 balls that nearly won the match for the hosts.
"My innings would have been brilliant if we had won the match," he said.
The burly right-handed batsman also stoutly defended his decision to bowl first on a good batting track.
"Our bowlers did not use the new ball well. There was early moisture to exploit but we bowled a lot of extra balls.
"Maybe my decision was wrong but I think if we had bowled to a good line and length and not allowed them to score 350, it would have been different."