The Afghan batting display showed a gulf in technique and experience, with Morne Morkel taking four wickets in three devastating overs.
At times the Afghan batsmen looked unnerved by the pace and bounce of the Kensington Oval pitch and none of their top seven made double figures.
They slumped to 25 for seven before Mirwais Ashraf restored some pride and provided the crowd with some excitement, hitting two sixes in his spirited 23 from 25 balls.
But Afghanistan coach Kabir Khan, the former Pakistan pace bowler, was proud of how far his side had come in such a short time.
"With each stage they are going a step higher," Khan told reporters after the match.
"Today, to restrict a batting line-up like South Africa to 139 is a big achievement so there are all sorts of pluses for them.
"They key is they need to be exposed to that pressure again and again and then they'll get used to it.
"We were talking about practising for the pace bowlers and on a bowling machine you can put it to 90mph but you can't have Dale Steyn bowling at you and swinging the ball."
The result means that none of the unfavoured teams, Zimbabwe, Bangladesh, Ireland or Afghanistan, have advanced from the group stage of the competition.
South Africa have little time to reflect on their win, going on to face New Zealand on Thursday following the opening Super Eight game between England and Pakistan.