Victory for Black Caps in the final match of this campaign saw them win the NatWest Series 3-1.
Pietersen, standing in as skipper for Paul Collingwood as the Durham all-rounder began a four-match ban for England's slow over-rate in their one-wicket defeat at The Oval on Wednesday, only scored six.
But the star batsman insisted captaincy hadn't affected his form and said he was still keen to lead the team against his native South Africa at the start of August's one-day series, when Collingwood will still be banned.
"Today was great fun and if I get the opportunity I will do the job like I did today," said Pietersen after Saturday's defeat.
"The thing for me is I am a perfectionist and I strive on doing things really well, to the best of my ability and being successful.
"Finishing today without a victory gives me an incentive to get the 'stripes' back again, to try to get a victory under the belt.
"I don't want to be an England captain who captains one game and loses it."
This reverse saw England slump to seventh in the official one-day rankings and Pietersen was in no doubt as to why the team, which began the series with a crushing 114-run success at the Riverside, had come out on the losing side.
As happened in all three of their losses this series, several batsmen got starts but none went on to make a match-clinching score.
By contrast, New Zealand's Scott Styris hammered the England attack for a 91-ball 87 while fellow all-rounder Jacob Oram offered good support with a brisk fifty.
"We didn't bat well enough throughout the series," said Pietersen.
"Unfortunately in a five-match series the consistency in the batting has not been there, it is something we have to work on.
"When you get to 20s, 30s or 40s the key is to go on; I don't mind if a guy gets nought, or I get nought or six, whatever - when you get yourself in it's definitely key to take the onus and responsibility.
"The onus is on the individual to try to win a game, try to be that hero, that is what we're after."
Pietersen added: "We made great improvements on the bowling front, so we are not that far away. I know that sounds ridiculous but if we get 70s, 80s, hundreds, not many people can beat us.
"I don't think it is a catastrophe by any stretch of the imagination, it's just an area we can target to improve."
Having seen Collingwood banned because of England's over-rate, Pietersen denied he'd turned to occasional off-spinner Owais Shah, primarily a batsman, to make sure the side beat the clock.
His three overs cost 30 runs but Pietersen insisted there was a sound tactical basis for bringing Shah into the attack.
"Shah bowled at a time when Jacob Oram had just hit Luke Wright for six over mid-on and I captained how I thought I would be if I was a batter.
"I thought it would be harder for me to hit a spinner than it would be to hit a medium-pacer to areas where I wanted to. That is why I bowled Shah."