Matt Henry finished with 5/30, while Williamson and Ross Taylor hits a brilliant fifties as New Zealand trounce Pakistan to win the series 3-2.
After drawn Test and T20 series 1-1, Pakistan and New Zealand will aim to leave the UAE on a high with a series win.
Kane Williamson hit a brilliant 123 as New Zealand staved off Pakistan's spirited challenge to eke out a series-levelling seven-run victory in the fourth one-day international in Abu Dhabi on Wednesday.
Shehzad hit a swashbuckling hundred and Afridi made a fiery 55 and took three wickets to lead Pakistan to a crushing 147-run win over New Zealand in the third ODI in Sharjah on Sunday.
Williamson and Devcich hits a fifty and Henry picked up 4-45 to help NZ chase down Pakistan's 252 with 24 balls remaining in Sharjah on Friday to level the series at 1-1.
Pakistan will be looking to capitalize on their good fortune against New Zealand in 2nd ODI at Sharjah on Friday.
Shahid Afridi and Harris Sohail fashioned a superb revival to quell the New Zealand challenge, eking out a thrilling three-wicket victory in Dubai on Monday night.
Pakistan and New Zealand start a five-match one-day series in Dubai on Monday with the focus on building confidence and momentum for next year's World Cup.
Neesham and Mills picked three wicket each as New Zealand won the 2nd T20I by 17 runs to square the series 1-1 on Friday.
Pakistan look to register their eighth win against New Zealand when both teams take the field in the second and final T20I on Friday.