Scotland were 300-5 in the 48th over in pursuit of Windies??? total of 313-8 but were undone by Andre Russell and Kemar Roach to finish on 310-9 and lose by three runs at the SCG.
Ireland, though, bowled out Bangladesh for 189 and then knocked off their target with 19 balls to spare to secure a four-wicket victory at Sydney???s Blacktown Olympic Park Oval.
Scotland begin their World Cup campaign against co-hosts New Zealand in Dunedin on Tuesday, with Ireland in action versus West Indies in Nelson on Monday.
Scotland added to Chris Gayle???s woes early in Thursday???s match, the Windies opener caught behind for one following recent first-ball ducks against England and South Africa.
Marlon Samuels (0) also failed with the bat but the Caribbean outfit scored in excess of 300 thanks to half-centuries from Denesh Ramdin (88 off 86 balls) and Lendl Simmons (55 off 47), the latter backing up his score of 45 against England on Monday.
Ramdin and Simmons put on 117 for the fifth wicket before Russell (24 off 14) and Darren Sammy (36 off 18) scored rapid late runs. Alasdair Evans the pick of Scotland???s attack with 3-63.
Opener Kyle Coetzer plundered 96 of 106 balls in Scotland???s reply, cracking 14 boundaries in the process, while middle-order man Richie Berrington crunched a 44-delivery 66.
But four wickets in 10 balls derailed the Associate nation, with Russell running out Berrington and having Rob Taylor caught and Roach removing Matthew Cross and Majid Haq.
???It’s quite frustrating to get that close,??? said Berrington. ???It was looking like we were going to get over the line there in those last couple of overs but there’s a lot of positives to take out of it for us.???
Ireland???s game with Bangladesh was not so tight, with William Porterfield???s team getting over the line after some stellar bowling from Max Sorensen and John Mooney and an unbeaten half-century from Andrew Balbirnie.
Seamers Sorensen (3-31) and Mooney (3-32) helped Ireland skittle out Bangladesh in 48.2 overs, Soumya Sarkar top scoring for the Tigers with 45 before being run out by George Dockrell.
Ireland slipped to 78-4 in response but Ed Joyce (47) and Balbirnie put on a fifth-wicket stand of 59 before Kevin O???Brien ??? who scored the fastest World Cup century, off 50 balls, against England in the 2011 World Cup ??? smacked a quick-fire 23.
???I thought everyone bowled particularly well,” said Balbirnie. “It was a great 50 overs to start and then we saw it home at the end.
“With someone like Ed [Joyce] it makes it so much easier to come in and bat. He tells you exactly that’s going on, he doesn’t make you feel under pressure, and he makes everything look so easy.”
???Everyone is now raring to go for Monday. It???s a game everyone has been looking forward to for a long time.???