NZ haven't held the Rose Bowl trophy since 1999, and that losing run is in danger of continuing after suffering a five-run loss to Australia at the WACA Ground on Friday.

Set 142 for victory, NZ were restricted to 9-236.

With Australia now holding a 1-0 lead in the three-match series, NZ must win at Karen Rolton Oval on Sunday to keep alive their hopes of winning back the Rose Bowl.

New Zealand captain Amy Satterthwaite was buoyed by her team's effort to bowl Australia out for 241 in the series opener.

"It's not often you get to do that," Satterthwaite said.

"I think there's still a lot of room for improvement, and that's the scary part.

"To take 10 wickets was outstanding. I think we probably had too many extras, and we leaked a few boundaries at the wrong time.

"But we showed a lot of fight and took it to them."

Satterthwaite said her team was embracing the challenge of the upcoming must-win games.

"It's just like two finals. Bring it on," she said.

Satterthwaite scored 92 off 123 balls to give her side a sniff of victory in Perth.

But Australian allrounder Jess Jonassen spun the game back the other way, snaring Satterthwaite and Katie Perkins (48) on the way to figures of 4-43.

Jonassen, who also scored 36 with the bat, said her team would need to stay focused in order to wrap up the series.

"We've dropped the first game of the last few series, so to have the first one under your belt is quite nice," Jonassen said.

"But we know NZ are going to come out just as hard, if not harder, in the next game. So we need to be on our game."

Australian Associated Press