Besides Dhoni, others who arrived in Mumbai by a Pakistan Airlines flight were Yusuf Pathan, Irfan Pathan, Robin Uthappa, Pragyan Ojha, bowling coach Venkatesh Parsad and BCCI officials Niranjan Shah and Ratnakar Shetty.
Other players proceeded to their respective home towns while coach Gary Kirsten has returned home to South Africa after taking permission from the Cricket Board, BCCI sources said.
The team lost to Lanka by a massive margin of 100 runs in the final yesterday.