In the final against Sri Lanka, Dhoni came up the order and batted at No 5 which proved to be a masterstroke. Dhoni shouldered the responsibility, hitting a match-winning unbeaten 91.
Afridi said he is not a born leader and he could have shown better judgment in the high-pressure match against the arch-rivals.
"I am not a born captain and I also make mistakes. I made mistakes in the World Cup, particularly in the semi-final at Mohali. I should have gone up the order like Mahendra Singh Dhoni did against Sri Lanka in the final at Mumbai," Afridi said during a show on Geo News.
Afridi said he should have done the same considering the hard-hitting Abdul Razzaq was there to accelerate later in the innings.
"The move by Dhoni in the final to promote himself worked. A similar move could have worked for us but we all make mistakes and it was my mistake that time," he said.
Pakistan restricted the mighty Indian batting line-up to 260, a total which Afridi thought the team should have chased down.
"Once we held them down to 260, I knew we had a strong chance of winning the match. Unfortunately, we didn't bat well and the moment Umar Akmal got out I had a bad feeling it was not going our way," he said.
Pakistan's Test skipper Misbah-ul-Haq on Monday joined calls for a cricket revival with India, saying millions of fans are missing out from match suspensions over strained political ties.
"Cricketing relations between the two countries should normalise because millions of people are missing real cricket played between the two nations," Misbah told local media.
India severed cricket links with Pakistan after the 2008 Mumbai attacks, which killed 166 people and which New Delhi blamed on militants based across the border in Pakistan.
But a high-profile World Cup semi-final between the two nations in India two weeks ago raised hopes of a revival, albeit at neutral venues. The semi-final, won by India on their way to clinching the world title, was watched by the prime ministers of both countries at an occasion that was quickly dubbed "cricket diplomacy".
Indian Foreign Secretary Nirupama Rao since said the country was ready to send its team to Pakistan, if provided full security.
Pakistan's status as an international cricket host came to an abrupt end with attacks on the visiting Sri Lankan team in March 2009.
Misbah, 36, said it was imperative for world cricket that both nations play each other regularly.
"Cricket between Pakistan and India is always different and has the intensity and uniqueness which keep fans glued to their seats."
Former Pakistan captains Javed Miandad and Imran Khan have also stressed the need for a revival in cricket ties.
The Pakistan Cricket Board welcomed Rao's statement and said it was looking into the options of playing a series at a neutral venue.