Dhoni (139 not out) and Jayawardene (107) put on 218 for the sixth wicket, as Asia posted a challenging 331-8 before restricting Africa to 318-7 in an exciting day-night match to complete a 3-0 sweep.
The previous best for the sixth wicket in one-day internationals was 165.
Skipper Justin Kemp posed the main threat to Asia's total with a blazing 76-ball 86 with seven sixes, but his team's hopes virtually ended when he was bowled by left-arm spinner Mohammad Rafique (4-65) in the 46th over.
Africa were struggling at 159-5 before Kemp added 122 for the sixth wicket with Shaun Pollock, who remained unbeaten with 58 off 49 balls.
Africa began the chase on an impressive note as AB de Villiers and Vusi Sibanda added 117 for the opening wicket before faltering against Asian spinners Rafique and Harbhajan Singh (3-48).
South African De Villiers hit three sixes and seven fours in his 63-ball 70 before becoming Bangladeshi Rafique's first victim and Boeta Dippenaar lasted just one ball before falling in the same over.
Africa slipped to 138-3 when the well-set Zimbabwean Sibanda (45) was stumped by Dhoni while attempting a big shot off Rafique.
Man-of-the-match Dhoni brought off two more stumpings to account for Steve Tikolo and Mark Boucher, this time off Indian off-spinner Harbhajan before Kemp and Pollock gave a big scare to Asia with their big-hitting.
Asia were earlier reeling at 72-5 following Kenyan Peter Ongondo's triple strike, but Sri Lankan Jayawardene and Indian Dhoni came to their team's rescue with robust knocks in hot and humid conditions.
Jayawardene hammered two sixes and nine fours in a 106-ball knock for his 10th century in one-day internationals before falling in the closing overs.
Dhoni gave a superb exhibition of power hitting as he struck five sixes and 15 fours in a 97-ball innings for his third hundred in one-dayers.
Asia were in trouble in the initial overs against disciplined African bowling and fielding before Jayawardene and Dhoni altered the course of the innings.
Seamers Ongondo (3-35) and Morne Morkel (3-50) were brilliantly backed by their fielders, with Kemp and De Villiers taking spectacular catches to keep pressure on the Asian side.
Kemp took a diving one-handed catch at second slip to account for India's opener Virender Sehwag, while De Villiers dived to his left at point to dismiss Sri Lanka's Upul Tharanga.
But Dhoni and Jayawardene put paid to Africa's hopes of restricting Asia to a modest total with their exciting strokeplay during their 178-ball partnership. They helped their side plunder 108 in the closing 10 overs.