Chasing Bangladesh's 204 for nine, Sri Lanka were in a spot of bother at 75 for five at one stage before Mathews played captain's knock to steer his side out of trouble.
Mathews struck an unbeaten 74 and together with Chaturanga de Silva shared 82 runs for the sixth wicket to set the platform for the chase.
"I was under a little bit of pressure to be honest. We were losing wickets and had to consolidate. Chaturanga batted beautifully," said Mathews, who was also awarded the man-of-the-match.
"It is a good problem for us (when Malinga comes back). All the bowlers did well. We wanted to try out a few things today. We wanted to chase and see how we go about it," Mathews said.
"It was not easy once we lost a few wickets. Mahela Jayawardene is a big match player and I am sure he will come good for us."
"All four games we fought well apart from Afghanistan. We dropped couple of catches, batsmen got in and got out. We have couple of areas to work on.
"We missed the injured players, but it is not an excuse. We had a chat and said what we showed against Afghanistan was not good enough for international cricket, and was disappointing for the fans. Hopefully we will come hard in the World T20," Rahim said.
