The vehicle came under attack in Dhaka on Friday as it was heading back to the West Indies' team hotel after the match, in what police said was a case of mistaken identity, with fans thinking it was the home team's bus.
"It is unfortunate, but that is how the fans react. You should remember that players are not living at home, but their families are and families don't have anything to do with cricket," said Dhoni.
"You have to control your emotions."
Bangladesh's supporters reacted angrily after seeing their side dismissed for just 58 by the West Indies in a World Cup match the visitors won by nine wickets.
"When we win a game I don't go around beating my fans, saying that you bashed my house in 2007," Dhoni said, referring to the attack on his home by fans after India were knocked out in the first round in the Caribbean.
"You have to back the players when they are not doing well. When you are winning, everybody is with you.
"Fans of cricket should be with you when you are not doing well. Those are the real fans. Other fans just follow the wins of the team and whenever the teams are winning they are big fans of cricket."
International Cricket Council chief executive Haroon Lorgat condemned the attack on the West Indies team bus but said there were no immediate plans to move games, describing it as a "minor incident".
Angry fans also attacked the house of Bangladesh captain Shakib Al Hasan after his team's defeat, police said in Dhaka.
Shakib's mother and sister were inside the three-storey house in the western district town of Magura when several motorcycle riders stopped and threw stones at the house on Friday evening, local police chief Proloy Chisim said.
Dhoni tells fans to control emotions
Advertisement