New Zealand scored a seven-run victory over Pakistan on Monday, having survived an explosive half-century by tail-ender Mohammad Aamir, during which he and Saeed Ajmal scored a new Pakistani record of 103 for the 10th wicket.
"The key thing is that it's a victory no matter how you achieve it," said Vettori, whose team have been without a coach for this series after Andy Moles resigned citing differences with players.
"A win away from home is great, we don't have many and it definitely grows the confidence because there are a lot of inexperienced guys in the team who will learn more."
New Zealand came back strongly after losing the first match by a 138-run margin to take the second game by 64 runs and set up an intriguing final match.
Brendon McCullum, who was declared man of the series after scoring a century in the second match on Friday, notched a 78-ball 76 before off-spinner Ajmal helped Pakistan dismiss New Zealand for 211 all out.
Pakistan were down in the dumps at 101 for nine before Aamir hit a 81-ball 73 not out -- the highest by a number 10 batsman in the history of One-day cricket -- and Ajmal hit 33 to almost snatch victory from the jaws of defeat.
Vettori said the Aamir-Ajmal stand almost turned the match.
"They almost won it for Pakistan," said Vettori, who relied on experienced paceman Jacob Oram to bowl the last over, getting Ajmal out on the first delivery.
"I think we have to look to our bowling performance and say that we defended a 211 total which was fantastic, because we fought as hard as we could under some pressure from Aamir," said Vettori, who admitted he was frustrated by Pakistan's late resistance.
"It was obviously very disappointing as we had number of chances, a couple of decisions not going our way, so it was a bit of frustration but we gave ourselves a chance to get the one wicket which gave us relief," said Vettori.
Embattled Pakistani captain Younis Khan refused to accept responsibility for the defeat.
"If I accept (responsibility) then a lot of other things will also come to the fore," said Younis, who declined to discuss rumours of differences with fellow players.
"I am happy with the commitment of the players, we lost because of poor batting," he said.
The Pakistani captain, whose resignation over unproven allegations of match-fixing was last month rejected by the Pakistan Cricket Board, said the jeers from the crowd had not affected him.
"When we win they praise us and make us kings, so it doesn't hurt when they chant slogans against us on defeat," said Younis, adding that he felt his team panicked under pressure.
"(Panicking) is a big problem. Whenever we are under pressure -- a batsman gets run out or two three wickets fall -- we panic. We have to overcome this problem," he said.
Younis praised 17-year-old Aamir's unexpected innings.
"It was a great innings which brought us close to an unexpected win. It is a great sign that youngsters are performing at the highest level."
The two teams now move to Dubai where they will play two Twenty20 matches on November 12 and 13.