Australian captain Ricky Ponting sounded a warning to sides hoping to relieve them of their world one-day crown following victory over England in the VB final.
Lee was too hot to handle
They looked odds on to lose in Melbourne with England requiring only 14 to win off the final 17 balls, but Brett Lee's devastating bowling helped see them home by five runs.
"We're pretty hard to beat, I suppose," said Ponting.
"Sometimes it takes having our backs against the wall to bring out the best in us and that was probably the case tonight.
"Brad Hogg played a sensational innings to get us a respectable total and then we bowled and fielded well - we just did enough to get across the line."
He added: "To play that sort of cricket in the two finals games is a big bonus for us and will give us a lot of confidence going into the World Cup."
Pace bowler Lee was named Man of the Match and Man of the Series, having taken 18 wickets in five matches.
He got them right in the block hole and knocked the guys over
Ricky Ponting on Brett Lee
It was a tremendous return to form by a player who began the season by being dropped from the side for the first two Ashes Tests.
"It's the best one-day game I've ever played in. To win from so far behind is fantastic," he said.
"We knew if we just kept the ball up there - it was going a bit (reverse swinging) at the end there - hopefully we'd get a few quick wickets and that was the case."
The only thing to cast a cloud over Australia's celebrations was a groin injury suffered while batting by batsman Michael Bevan, who could now miss the World Cup.
"We're not really sure what the end result of that's going to be yet. It obviously didn't look good and he's not moving very well at the moment.
" He'll have some scans in the morning and we'll keep our fingers crossed and hope it's not too bad."
The victory also means the Darren Lehmann will be suspended for Australia's opening World Cup game, having been suspended for five matches for a racist outburst.