Yadav, who smashed 65, and Venkatesh, who made an unbeaten 35, put on 91 runs for the fifth wicket to guide India to 184 for five after being invited to bat first in Kolkata.
Venkatesh also took two wickets with his medium-pace as the bowlers restricted West indies to 167-9 as the hosts remained unbeaten in the six white-ball matches including a 3-0 ODI triumph.
Wicketkeeper-batsman Nicholas Pooran, who hit 61, raised hopes of a West Indies chase with two partnerships including a 48-run seventh-wicket stand with Romario Shepherd.
Pace bowler Shardul Thakur broke the stand to send back the left-handed Pooran and Shepherd fell for 29 off Harshal Patel who stood out with figures of 3-22.
Pace spearhead Deepak Chahar removed the openers early before limping off the ground after 1.5 overs.
Pooran, who hit his third successive half-century, and Rovman Powell, who smashed 25, counter-attacked in their partnership of 47 off 25 balls but Patel broke through.
Patel got Powell out and Venkatesh struck twice to send back skipper Kieron Pollard, for five, and Jason Holder, for two, to rattle the opposition batting.
Earlier India lost their top four batsmen for 93 runs before Yadav and Venkatesh got together to take the attack to the opposition.
Shreyas Iyer and Ishan Kishan, who made 34, hit back with a string of boundaries to bring up the team’s 50 off 41 balls but leg spinner Hayden Walsh broke through.
Shreyas fell to Walsh for 25 off 16 deliveries and the left-handed Kishan soon followed his partner to the pavilion after being bowled by Roston Chase.
Fast bowler Dominic Drakes bowled Rohit Sharma, who was appointed Test captain on Saturday to complete his leadership takeover across formats, for seven after the skipper dropped down to number four from his usual opening slot.
Yadav raised his fourth T20 fifty in 27 balls and finished with seven sixes including three in the final over that cost West Indies 21 runs.