The 32-year-old posted an emotional video on his Facebook page where he said his six-year spell in charge had ended.
Sammy, lying shirtless in his bed and with reggae music playing in the background, also said he had been dropped from the squad.
"I got a call yesterday, it was probably 30 seconds, from the chairman of selectors telling me that they've reviewed the captaincy of the Twenty20 team and I won't be captain anymore and that my performances have not merited selection in the squad," Sammy said in the video.
But there were obvious signs of the strains between him and the West Indies Cricket Board when he used his presentation speech to attack his employers over a lack of support.
His contribution to the victory was minimal -- he scored eight runs and took just one wicket.
"Six years ago I was asked to captain West Indies, a task which I thought would be the biggest challenge in my career, in my life," Sammy said.
"I turn up at the office which is my playground, the cricket field, every day and put in the work."
West Indies are currently hosting India in a four-Test series to be followed by two Twenty 20s in Florida on August 27 and 28.
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