Maiden centuries for Devon Conway and Daryl Mitchell saw the Black Caps set Bangladesh an imposing 319-run target in the third one-day international in Wellington on Friday.
Conway blasted 126 from 110 balls and Mitchell finished on 100 not out as New Zealand ended their innings at 318 for six after winning the toss and electing to bat.
Both players were making only their third ODI appearances for New Zealand after debuting in the series opener against Bangladesh in Dunedin last week.
The visitors will face a tough challenge to avoid a clean sweep on a Wellington wicket that is expected to turn late in the day.
Veteran paceman Rubel Hossain was the pick of the Bangladesh bowlers, taking three for 70.