Bangladesh captain Najmul Hossain Shanto said the result was "very disappointing" after pacer Shoriful Islam's early fireworks.
"If we'd taken a third wicket, it could have been a different ball game," said Shanto, before singling out the expensive spin bowling of Mehedi Hasan Miraz and Afif Hossain as a weak point.
"I think our fast bowlers bowled really well but our spinners need to learn quickly before the next match."
Needing an adjusted target of 245 to win the first ODI of the three-match series, Bangladesh were restricted to 200-9 in a chase that lost momentum.