McCullum scored 328 runs in nine matches with four half-centuries, but was out for a duck in the first over of the final.The team chosen by an International Cricket Council panel included four other New Zealanders — Corey Anderson, Trent Boult, Martin Guptill and Daniel Vettori.
There were three Australians — Glenn Maxwell, Steven Smith and Mitchell Starc — two South Africans, A.B. de Villiers and Morne Morkel, and Sri Lanka's Kumar Sangakkara as wicketkeeper-batsman.
Starc was also named player of the tournament following Sunday's final at the Melbourne Cricket Ground.
Gyanendra Malla named interim captain of national cricket team