Facing a mammoth target of 232 to win the visitors got their chase off to a positive start as Chris Gayle took a liking to the bowling offered to him and the ball was sent to various parts of the ground.
Gayle needed only 20 balls to bring up his half-century and eventually got to 90 off 41 deliveries to set the platform for the West Indies.
The left-hander found the perfect partner in the form of Marlon Samuels and the the pair shared a West Indies record stand of 152 off 71 balls for the second wicket. The partnership was also the best ever at the Wanderers.
In successfully chasing down the 231/7 set by the Proteas the West Indies also reached their highest ever score in this version of the game.
After being asked to bat first, the home side got off to a shaky start as they reached 21/2 in the third over but a partnership of 105 off 49 balls between captain Faf du Plessis and David Miller steadied the ship.
Du Plessis was outstanding as he went on to record his first ever T20 international century and eventually became the holder of the record for South African batsman with the highest score in this format of cricket with his 119 off 56 balls.
It beat the previous mark of 117 not out set by Richard Levi against New Zealand in Hamilton in the 2011/12 season.
Miller eventually ended up with his highest ever T20 international score with his 47 off 26 balls. He was run-out by Andre Russell before he could reach his half-century.
The tourists claimed victory in the first match of the series in Cape Town on Friday evening and will be looking to claim a series whitewash when the sides meet in the third and final match in Durban on Wednesday.