Pakistan lead the five-match series 2-1 after winning the first match in Dubai and the third in Sharjah.
New Zealand won the second game, also played in Sharjah.
Afridi, leading the side in the absence of Misbah-ul Haq who injured his hamstring and was ruled out of the last three games, said he wanted a strong finish from his side.
“The team has been playing here for the last three months and has played good cricket so it should be a happy ending after the Test and T20 trophies were shared,” said Afridi on Tuesday.
Pakistan lost the only Twenty20 against Australia in October before being white-washed 0-3 by Australia in the one-day series — also played in United Arab Emirates.
They then beat Australia 2-0 in Tests and squared the Twenty20 and Test series against New Zealand.
Pakistan were forced to send paceman Umar Gul and all-rounder Bilawal Bhatti home after both suffered injuries.
Afridi credited the team management for Pakistan’s big 147-run win in the third match on Friday.
“I have not done any wonders,” said Afridi who scored a rapid 26-ball 55 and took three wickets in the last match,” he said.
“I will give the whole credit to the management, they have created a good atmosphere in the dressing room, all those players who used to have a fear of failure, they now have no fear of failure because the management has given full confidence to the players.”
Afridi said Misbah was still Pakistan’s regular captain.
“I think Misbah is still here, he is our captain till the World Cup and I think he is watching each and every thing and that’s why the management wanted him to be here,” said Afridi.
Pakistan has the option of resting wayward paceman Wahab Riaz and bringing in all-rounder Anwar Ali.
New Zealand opener Martin Guptill said his team will look to bounce back once again.
“Our spirits are still high. We have a chance to come back and win 3-2. So, there is still a lot of excitement in the camp at the moment. We have two more games to go out and prove that we can do it and we know we can do it,” said Guptill, who described New Zealand’s reply of 217 to Pakistan’s 364-7 in Sharjah as disappointing.
“We just didn’t get things right. We didn’t have a platform to launch from like Pakistan did. That’s the key in chasing big totals.”
The fifth and final match will also be played in Abu Dhabi on Friday.
Pakistan: Shahid Afridi (captain) Mohammad Hafeez, Ahmed Shehzad, Asad Shafiq, Haris Sohail, Mohammad Irfan, Nasir Jamshed, Sarfraz Ahmed, Sohail Tanvir, Umar Akmal, Wahab Riaz, Younis Khan, Zulfiqar Babar, Yasir Shah, Anwar Ali.
New Zealand: Kane Williamson (captain), Corey Anderson, Dean Brownlie, Anton Devcich, Martin Guptill, Matt Henry, Tom Latham, Mitchell McClenaghan, Nathan McCullum, Adam Milne, James Neesham, Luke Ronchi, Ross Taylor, Daniel Vettori. – AFP