Yadav (3/34) and his fellow spinner Chahal (2/45) shared five wickets between them to restrict South Africa to 269 for 8, a target which India overwhelmed with six wickets in hand to take a 1-0 lead in the six-match ODI series here last night.
"You know what sort of total you need at Durban and losing wickets at regular intervals didn't help South Africa. Yuzvendra Chahal and Kuldeep Yadav bowled very well," McKenzie told PTI.
He, however, was of the view that the home team batsmen have the ability to overcome the surprise element of the spin duo.
"South African batsmen wouldn't have seen a lot of these leggies, so they will need to go back and do their homework. They need to start countering this wrist spin from the next ODI," McKenzie said.
If not for skipper Faf du Plessis' ninth ODI hundred, South Africa could have folded for a lesser total yesterday.
But India captain Virat Kohli cancelled out Du Plessis' century with his first ODI hundred on South African soil and 33rd overall as India chased down target with ease.
"I think it was an unbelievable innings from Faf (du Plessis). It was a special knock, given how South Africa were losing wickets but 270 on that surface was not good enough," McKenzie said.
"He doesn't go from 1st gear to 5th gear straightaway. Virat has a lot of gears. It was a terrific knock and it is always good to see two captains leading from the front."
The difference between the two sides yesterday was the performance of the middle order. While South Africa collapsed and left it late, Ajinkya Rahane provided solidity to the Indian chase with a 189-run stand with Kohli.
"Kohli said before the game that India are struggling with the no.4 position. But Rahane definitely works at no.4 if he can keep on playing like this."
The former Proteas' middle-order batsman feels that the hosts don't need to tweak their playing eleven much going ahead in the series.
"(Imran) Tahir is the best wrist spinner in limited-overs and he has proven it before. But if you are chasing 4 runs per over off Tahir, he is not as effective. If you are chasing 6 per over and you have to get after him, he is very effective," McKenzie said.
The second ODI of the series will be played in Centurion on Sunday.
With India halting South Africa's 17-match winning streak at home, McKenzie expects a cracker of an ODI series.
"India are always a big threat. India are starting to prove they can play here and this is a bumper ODI series in the offing," said McKenzie.
"They have the blueprint and have won 17 consecutive matches at home before this. So they know the gameplan. It is all about executing that and taking the attack to India's spinners," he signed off.
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