Pant was batting on 5 when Southee dropped him at the second slip.
When Pant was batting on 5 during India’s second innings, he edged a Kyle Jamieson delivery to second slip, where Southee failed to grab the ball.
Considering Pant’s ability to change the course of the game in a session, the drop catch could have been a turning point.
"I'd be lying if it didn't go through my head. Just because of the nature of the way that Pant played,” Southee said in The Matt and Jerry show, when asked whether he thought he had dropped the WTC title after giving a life to Pant.
“He can take the game away from you in the space of five or six overs. So what was already in a tight game there were some demons thrown around inside my head. But I had to drop those as I bowled the next over. You've just got to suck it up and move on. But I was very relieved when Pant was out,” he added.
The southpaw was dismissed for 41 by Trent Boult as New Zealand bowled out India for 170 in the second innings.
"It was a horrible feeling. Probably the worst feeling for a cricketer when you drop a catch, you feel like you're letting your mates down," Southee said.
Chasing 139 to win, New Zealand were in a spot of bother at 44/2 but the duo of Kane Williamson and Ross Taylor stitched an unbeaten 96-run stand to take their team over the line.
Asked if he thought New Zealand can actually clinch the WTC title at the start of the campaign in August 2019, Southee said: “No, two years ago we lost our first test to Sri Lanka but like any world event you hope in entering it that you're there in the end. We played some pretty good cricket along the way and we managed to find ourselves in the last two with a bit of luck along the way as well."