The Afghans fell agonisingly short of a major upset after restricting India to their lowest total of the tournament, 224-8 on a slow track.
At 190 for six in the 46th over with Mohammad Nabi well set and Rashid Khan in the middle, Afghanistan were well in the match.
Spinner Yuzvendra Chahal dismissed Rashid before quicks Jasprit Bumrah and Mohammed Shami combined to derail Afghanistan's chase.
"Obviously, we had belief in our death specialist bowlers," Jadhav, whose 52 was the second highest score in the Indian innings, told reporters.
"Bumrah is the number one bowler. We knew we had to get just one wicket to break that partnership, and the next batsman would be finding it difficult to score those runs in that scenario.
"So we knew just one wicket away from that crucial win."
Bumrah's two-wicket maiden over dragged India back into the contest and the world's top-ranked ODI bowler conceded only five runs in the penultimate over to set the stage for Shami's final over heroics.
Needing 16 off the last over, Nabi smashed the first delivery for four and refused a single off the next.
He hit the next ball straight to the long-on fielder to depart for 52 and Shami bowled Aftab Alam and Mujeeb Ur Rahman with the next two deliveries to become the second Indian, after Chetan Sharma, to claim a World Cup hat-trick.
Jadhav said it was a difficult wicket to bat on but India still should have posted a 250-plus total.
"The wicket was slow and they were playing with four spinner. The ball was turning...it was difficult to play shots," he said.
"When the wicket is such, you need to analyse what sort of score we are looking at. Our actual plan was to look for around 250, we were targeting 250-260 but fell short by 20-30 runs.
"So going into the fielding, we knew that we have to make up those 15, 20 runs in fielding. Obviously, credit to the bowlers that they defended this small total."
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