Steyn, 35, has been plagued by injuries in recent years and has not played in a one-day international since October 2016.
AB De Villiers retired after playing 114 Tests, 228 ODIs and 78 T20Is.
Spinner Lakshan Sandakan starred in Sri Lanka's hard fought three-wicket win over South Africa in the only Twenty20 international.
Quinton de Kock made 54 but other wickets fell thick and fast.
Dinesh Chandimal was included in a 15-member squad for the one-off T20 against South Africa.
Sri Lanka had lost 11 previous one-day games against South Africa stretching back to their last win in 2014 at the same Pallekele ground.
Angelo Mathews reached this milestone in the rain-curtalied fourth ODI against South Africa.
Japanese fans had drawn applause for cleaning the stands after a heart-breaking loss to Belgium in the FIFA World Cup 2018
Faf du Plessis was ruled out of the remainder of the tour of Sri Lanka due to a right shoulder injury.
It was Hendricks, a right-hand batsman who has played 12 Twenty20 internationals, who set up the win for his side that had been swept aside in the two Tests.
Chasing 245 for victory, the visitors rode on a 91-run opening partnership between de Kock and Hashim Amla, who scored 43, to achieve their target with more than seven overs to spare.
Kagiso Rabada and Tabraiz Shamsi claimed four wickets each to help bowl out Sri Lanka for 193.
Angelo Mathews has been troubled by recurring injuries since being brought back as one-day captain.
Following the ball-tampering controversy, then Australian skipper Steve Smith and opening batsman David Warner were handed a ban for a year from the Australian cricket, Cameron Bancroft was suspended for nine months.
Steyn, who will turn 36 three days before South Africa's World Cup opening match against England on May 30 next year, has spent most of the past three years struggling to overcome an assortment of injuries.
South Africa fast bowler Dale Steyn has been plagued by injuries over the last couple of years.
Sri Lanka on Monday completed a 2-0 Test sweep of South Africa to record their first series win over the Proteas since 2006 after Rangana Herath wreaked havoc with six wickets.
The 27-year-old opener will be barred from all forms of the game pending the outcome of an investigation, the board said, without specifying the alleged misconduct.