The 32-year-old left-arm wrist spinner took 5 for 25 in his 4 overs. Batting first, South Africa put 192 runs on the board. In Southampton, England were bowled out for 101 runs with 20 balls to spare after losing their last eight wickets for 49 runs.
Earlier in-form South African opener Reeza Hendrix scored 70 runs – her third half-century of the series – and Aiden Markram scored an unbeaten 51.
Left-arm pacer David Willey made a good comeback with figures of 3-25. Shamsi’s run was all the more impressive given a costly 0-49 comeback in England’s opening series win in Bristol.
But South Africa’s field has improved significantly since that 41-run loss, and the win earned them their first T20I series success in England, as well as their first white-ball bilateral series win in the country since 1998.
In contrast, the defeat left England still in search of a first series win under new white-ball captain Jos Buttler, after one-day internationals and T20 defeats against India and a drawn ODI campaign with the South Africa.
Jonny Bairstow (27) was the only England batsman to make more than 20, but Buttler and white-ball coach Matthew Mott have at least seven matches at this level, scheduled for September in Pakistan, with things going ahead of the T20 World Cup.
England’s chasers were dealt an early blow when Buttler was dismissed for 14, caught at short third man by spinner Keshav Maharaj.
Out-of-form Jason Roy was dismissed for 17 runs, the victim of Enrique Nortje. And when Moeen Ali was plucked with one hand off Tristan Stubbs off part-time spinner Markram, the hosts were 59-4.
Shamsi clean bowled Liam Livingstone before taking two wickets in two balls, Sam Curran was caught in the deep before Willie was clean bowled.
Chris Jordan escapes being dismissed by Shamsi on the hat-trick ball. Maharaj match ended the ininngs when he dismissed Bairstow with the help of a David Miller’s catch – a memorable way for the South Africa captain to finish his 100th T20I.
An early reward for England’s decision to recall Willey in place of Richard Gleeson came when they sent potential threat player Quinton de Kock back to the pavilion with a three-ball duck.
But despite being 53-1 at the end of the powerplay, South Africa bounced back. Hendricks completed his half-century in 42 balls and then he picked up the pace by hitting three boundaries in the 16th over bowled by Curran.
But Markram, back in South Africa’s T20 squad for the first time since last year’s World Cup, provided solid support for the first time, with Markram scoring a 36-ball half-century before Miller hit a quick 22.