In a tense finish, India went down by 40 runs chasing 407. Shikhar Dhawan's superb century in the fourth innings was not enough for India.
With this defeat, skipper Dhoni has lost his 11th Test overseas, which is a record for an Indian captain.
MAK Pataudi, Mohammad Azharuddin and Sourav Ganguly had lost 10 Tests on foreign soil. Now, Dhoni has the dubious record of most Test losses abroad.
Captain Dhoni's sequence of Test losses away from home started in Sri Lanka in July, 2010.
So far, Dhoni has captained India in 52 Tests and won 26. 14 have ended in losses and 12 drawn.
Most Test losses abroad as India captain
11 - MS Dhoni
10 - MAK Pataudi, Mohammad Azharuddin, Sourav Ganguly
8 - Bishan singh Bedi
6 - Sunil Gavaskar, Sachin Tendulkar
Skipper Dhoni's Test losses away (11)
July 2010 Vs Sri Lanka, Galle
December 2010 Vs South Africa, Centurion
July 2011 Vs England, Lord's
July 2011 Vs England, Nottingham
August 2011 Vs England, Birmingham
August 2011 Vs England, The Oval
December 2012 Vs Australia, Melbourne
January 2012 Vs Australia, Sydney
January 2012 Vs Australia, Perth
December 2013 Vs South Africa, Durban
February 2014 Vs New Zealand, Auckland