Doing so, Australia won the series 5-0.
The tourists had looked on target to chase down a 275-run target at the MCG when Johnson Charles struck his maiden century to match Voges, who scored a magnificent unbeaten 112.
Captain Darren Sammy had a late chance to guide the tourists to the target but he was caught behind by Brad Hadddin off McKay for 23 off 18 balls.
West Indies still needed 18 runs off five balls and it proved too much.
(with inputs from PTI)