Dhoni was hoisting Dave Mohammad all around the park when Darren Ganga took the catch at boundary but seemed to touch the ropes.
Field umpires Asad Rauf and Simon Taufel referred the decision to the third umpire. But TV replays were inconclusive and third umpire Bill Doctrove took 15 minutes, without coming to any conclusion.
Dhoni later revealed though he was reluctant, host captain Brian Lara convinced him to walk off.
''Lara came up to me and told me that he was in charge of his players, and that he had full faith that Ganga was speaking the truth. He said I should walk off and I agreed.
''There was no instruction from outside. Only those present in the field were involved,'' said Dhoni.
''Darren was not very sure as the ropes were on his backside.
He said he wasn't sure if he stepped on. With paper ropes it is not very easy to find if that was touched or not,'' said Dhoni of what happened in the middle.
Pakistani umpire Asad Rauf, then at the bowler's end, had doubts about the catch and he consulted his on-field Australian colleague Simon Tauffel before contacting Billy Doctrove.
Ganga was seen speaking to Lara and then to Dhoni while Lara had a discussion with the umpires before he approached Dhoni.
It was 15 minutes of total confusion before Dhoni walked off, denied the benefit of doubt by the third umpire.
''I accepted the fielder's words and came back,'' Dhoni added.
An exasperated Lara was seen snatching the ball from Asad Rauf even though West Indies coach Bennett King played down the incident.
''I think the moment has gone and both sides want to move on and play cricket,'' he said.
''It's an exciting game and let's make sure cricket is the winner here,'' he added.
Dhoni, who made 69 of 51 balls with four fours and six sixes, said he had clear instructions to go all out against bowling.
''I was just collecting runs -- the more accumulated the better.
When I went in to bat, I had clear instructions to stay there for some time and then hit out,'' said Dhoni.
Dhoni also said that India now had fair bit of chance to take a lead in the four-match series.
''It would be a good match as they have full 90 overs to bat.
Anil (Kumble) is on our side and he can be the most difficult bowler on this pitch,'' said Dhoni.