England failed to chase down a target of 145 as they slumped to an eight-run defeat to Misbah-ul-Haq's side in Dubai.
However, Broad believes that his young team will benefit from the experience from losing such a tight game.
The Twenty20 captain said: "It's a great experience for the guys. You only learn from your mistakes, and I hope we will learn pretty quickly and put them right.
"Most times you'd chase that in Twenty20 cricket, but we just didn't manage to keep an 'in' batsman in throughout the innings."
England will be looking to avenge the defeat in the second match of the series on Saturday.