New Zealand Test captain Tim Southee refused to blame fatigue from a gruelling ODI World Cup campaign in India for his side's defeat in the first Test of a two-match series against Bangladesh in Sylhet on Saturday.

New Zealand retained several players from the World Cup for the tour, but they failed to reproduce their sparkle from the earlier tournament, slumping to 181 all out in their second innings to fall to a 150-run loss.

The Kiwis lost to hosts India in the semi-final of the World Cup, which ended on November 19.

Saturday's defeat was only New Zealand's second in Tests against Bangladesh, with the first coming at home in January 2022.

"We had a little bit of a break after the World Cup. But I think as players, you know that it's a busy schedule," said Southee after the defeat in Sylhet.

"You know what's in front of you. You're trying to freshen up as well as you can. The guys were in good spirits before this.

"It's been a long time on the road for some but that's part and parcel of being an international cricketer."

New Zealand have played 55 matches across all formats this year, mostly away, with the side last playing a home series against Sri Lanka in March and April.

This series in Bangladesh marks the beginning of a new cycle of the World Test Championship, but Southee preferred to focus on the present.

"Nothing changes for us. You worry about what's in front of you, and what's in front of us is a Test match in Dhaka," he said, referring to the upcoming second Test.

"Our next challenge is to try and be better than what we've been here... as players, we look back on this and we'll keep looking at ways to move forward."

He defended his side's team selection, which saw Kyle Jamieson preferred ahead of Neil Wagner, with Ish Sodhi and Ajaz Patel forming the spin attack.

"You look at the conditions, and you look at the squad you've got, and you pick your best 11," he said.

"You look at the bowling group and KJ (Jamieson) has been a phenomenal performer for us, Ish Sodhi was the man of the series in the last series that he played, and AJ (Patel) has been a great bowler for us," he said.

He also praised the Bangladesh team for their performance instead of blaming the wicket.

"I think the Bangladesh bowlers bowled well, and (were) very accurate," he said.

"We were probably a little bit off in terms of our ability to build pressure for long periods of time."

The second Test of the series will be held in Dhaka between December 6 and 10.