Captain Matthew Wade said Australia needs to be brave as it looks to bounce back after its first-ever Twenty20 defeat to Bangladesh.

"We're going to have to be brave and stick to our plans," Wade told the website

"There's not enough time to reinvent the wheel. But there's a difference between being brave and being smart when you're chasing lower totals," added Wade, who was appointed captain for this series with Aaron Finch out injured.

"You can't go into your shell in T20 cricket ... You're going to face the same bowlers tomorrow and over and over again -- you've got to find a way to just to work it out."

Reacting to the loss, all-rounder Mitchell Marsh said the early stumble cost them.

"Anywhere you play around the world ... statistics show that it's always difficult to win games from that position," said Marsh, who had tried to resurrect the Australian innings with a run-a-ball 45.

"Obviously, we all want to get better at playing spin. I think in these conditions, it was tough

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Spinner Nasum Ahmed was the star for the hosts in their 23-run win as Australia failed to chase a relatively small T20 target in the first of five matches in the series in Dhaka on Tuesday.

Nasum, playing only his fifth T20 international, said building pressure through repeated dot balls was key to their success.

"Our target was to check the run and bowl dot. We tried that and got wickets," he said. The second T20 will be played on Wednesday.