India posted 227 for six after recovering from a precarious 29 for five one stage but that turned out to be insufficient for the Pakistanis who rode on Nasir Jamshed's unbeaten century to overhaul the target with 11 balls to spare and take a 1-0 lead in the three-match series.
Dhoni played a captain's knock with an unbeaten 113, his 8th ODI century, to script a brilliant Indian recovery after left-arm pacer Junaid Khan (4/43) exploited the overcast conditions to rip through the top-order and leave the hosts gasping for breath within the first 10 overs.
The Indian captain found an able ally in Suresh Raina (43) first and then Ravichandran Ashwin (31 not out) to take the score beyond the 200-run mark which looked doubtful at one stage following the top-order collapse.
Dhoni and Ashwin put on a record seventh wicket partnership of 121 runs but the Indian captain's superlative knock off 125 balls lost much of its value as the Pakistani batsmen went about the task of chasing down the target without taking too many risks.
Younis Khan (58) and Shoaib Malik (34 not out) were the other notable performers for Pakistan.
The Pakistani innings started on a disastrous note as ODI debutant Bhuvneshwar Kumar produced a beauty to get rid of Mohammed Hafeez with the very first delivery of the Pakistan innings.
The ball came back sharply after pitching as Hafeez didn't offer a stroke only to find his off-stump knocked back.
The youngster got rid of Azhar Ali a few overs later to reduce the visitors to 21 for two. But the experienced Younis Khan and Nashir steadied the Pakistan innings with a solid 112-run third wicket partnership.