Matthews spearheaded the chase with an unbeaten 63 off 56 balls, hitting five fours and a six to reach the target of 114 in the final over.
For the visitors, only Annerie Dercksen had any real joy with the bat, hitting 21* off 17 balls while Nadine de Klerk added a further 20 runs as they scored just 113-6 in 20 overs.
Windies spinners as Afy Fletcher (2-13) and Karishma Ramharack (2-25), alongside Matthews (1-15) led their defence, before being assisted at the top of the order by Qiana Joseph (17) and then Jannillea Glasgow (15*) to win the clash with four balls remaining.
The two teams head into a series decider at the same ground on Monday night
PROTEAS WOMEN: Laura Wolvaardt (capt), Tazmin Brits, Nadine de Klerk, Marizanne Kapp, Miane Smit, Karabo Meso (wk), Annerie Dercksen, Chloe Tryon, Masabata Klaas, Nonkululeko Mlaba, Ayabonga Khaka
WEST INDIES WOMEN: Hayley Matthews (capt), Qiana Joseph, Realeanna Grimmond, Chinelle Henry, Shemaine Campbelle (wk), Jannillea Glasgow, Aaliyah Alleyne, Jahzara Claxton, Shawnisha Hector, Afy Fletcher, Karishma Ramharack