Chasing 384 for a win of the fifth and final day at the MCG, Dhoni and company finished on 174 for six before the two captains decided to shake hands.
Australia retained the Border-Gavaskar trophy and Dhoni said they are themselves to be blamed for the result.
"We have found ways to trouble ourselves. In all the Test matches so far, I felt we have got good partnerships going and all of a sudden we lose a few wickets and that puts pressure on us," Dhoni said in the post-match presentation.
After losing the first Test in Adelaide by 48 runs and conceding the second game in Brisbane by four wickets, 'Captain Cool' said it was a relief to draw the third match.
"Yes, quite happy with a draw. The only reason being that we ended up in a mess in the last day of the play. But I think the bowlers did a very good job," he said.
Starting at 261 for seven, the hosts declared only after playing on despite two rain interventions with the score reading 318 for nine. Ask Dhoni about it and he opines that Shaun Marsh, run out on 99, would have been the reason.
"I don't really want to comment on that, the reason being it's their stuff. They would be thinking about it. But it gets a bit difficult if you declare slightly late. And when one of your batsman reaches 90 then you have to wait for him. But apart from that I don't want to say much," he said.
"It was all about the series to be honest rather than Shaun (Marsh). That's the way we play. It's a team game. We felt if we left a little bit for then they would have gone after it," Smith said.
