Babar Azam (90) and Hussain Talat's (55) knocks went in vain as Pakistan collapsed from 147-1 to 181-7 courtesy Phehlukwayo and Morris' bowling
South Africa prevailed by six runs in a tense finish after being sent in and making 192 for six.
De Kock slammed 83 off 58 balls as South Africa chased down a target of 241 with seven wickets and ten overs to spare to seal a 3-2 series win.
"Whatever happened has happened," Sarfraz told media at the airport after landing from Cape Town.
This is also the first time ever Pakistan won an ODI against South Africa at the Wanderers
Shoaib Malik will lead Pakistan in the remaining two ODIs and the subsequent T20I series against South Africa
The Pakistan captain later apologised for the comment on Twitter.
Pakistan will play a three-match T20 series against South Africa after the completion of undergoing five-match ODI series
Imam's 101 spurred Pakistan to an imposing 317 for six but South Africa won by 13 runs according to the Duckworth/Lewis/Stern method
New Zealand government gives clearance for Pakistan, West Indies tours
T20 Blast: Scintillating Shaheen Afridi takes four wickets in four balls in magical spell
Zimbabwe confirm white-ball tour of Pakistan
Chris Gayle, Colin Munro, Daren Sammy, Munaf Patel among overseas stars for LPL auction
Australia cricket great Dean Jones passes away at 59
National T20 Cup: Salman Butt declines to lead Central Punjab second XI
PCB finalises three-year broadcast deal with PTV
T20 Blast: All-round Imad Wasim stars for Nottinghamshire in tight win over Durham
PSL 5 to return on November 14; all matches in Lahore
PSL Schedule Live Streaming and PSL 5 Matches Details