Kusal Perera scored a 200-ball unbeaten 153 as the visitors sealed a one-wicket win in Durban.
The opener hit his second consecutive ton, an 88-ball 118, as New Zealand went 2-0 up.
Kyle Coetzer 74 helps Scotland beat Ireland by six wickets in Friday in Quadrangular T20 Series game in Oman.
Set a target of 304 to win, Sri Lanka were 83 for three when bad light brought a premature end to proceedings.
Mayank Markande gets maiden call for T20Is, Rahul returns
Dale Steyn grabs four as Proteas take advantage on second day of first Test.
Sri Lanka on top despite Quinton de Kock resistance in the opening day of the first Test at Durban on Wednesday.
West Indies fast bowler Shannon Gabriel has been banned for the first four ODI against England by ICC on Wednesday.
Paul Stirling led Ireland to a 15-run victory over Oman in the opening match of their Twenty20 Quadrangular Series.
Toby Bailey suffered a debut defeat as interim Scotland head coach in the opening T20 Quadrangular Series match against the Netherlands in Oman.