The first Test was also drawn which meant that the series finished 0-0, but overall McCullum said that he was pleased with New Zealand's play.
"I think obviously we came here and we wanted to win this Test series and we were expected to do so as well," BBC Sport quotes McCullum as saying.
"If we strip it right back I think that the cricket we've played through the series has been very good. I think a drawn series is a fair reflection because I also think that Bangladesh played some excellent cricket in this series as well."
The three-match one-day international series begins on October 29.