Muralitharan, 38, had New Zealand's Scott Styris lbw off the final ball of his 10th over to finish with 2-42 after earlier dismissing Jesse Ryder for 19.
He took his total to 534 wickets in 349 matches to add to his 800 Test wickets -- another world record.
Muralitharan will retire after the World Cup, the final of which takes place in Mumbai on Saturday and after dismissing the Black Caps for just 217, Sri Lanka looked capable of making that date.
"The same thing happened with me in Test cricket," said Muralitharan, who got a wicket with what turned out to be his final delivery in Tests when he dismissed India's last-man Pragyan Ojha in Galle last year.
Muralitharan, who was doubtful for Tuesday's game because of injury, said on the morning of the semi-final that he wouldn't feel any pressure from his last home game.
"Playing your last match in your country is emotional. When I played my last Test and took eight wickets it was very emotional," said Muralitharan.
"It's not pressure, it's just another game for everyone and we just try hard and play and if the other team is better than us then good luck to them," said the off-spinner, who took four wickets in Sri Lanka's 81-run win against the same opponents in the 2007 semi-finals.
"Now they are totally different teams, different era, different type of playing and different type of conditions ... you can't compare both eras."
Muralitharan hopes youngsters will follow in his footsteps once his career is finished.
"Sri Lanka will produce spinners, there are lots of spinners, (Ajantha) Mendis, Suraj (Randiv).... my message is try hard, put in your effort in the middle and you will perform."
The wily spinner thanked his fans and countrymen for their support over his 19-year career.
"I'd liked to thank them for supporting me for such a long time, in good times and bad times," he said.
"Hopefully they have enjoyed my cricket and hopefully whatever final matches I will play I'll make them happy," said Muralitharan.
Murali signs off home duty with last ball wicket
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