After Beth Mooney's 79 helped lift Australia to 6-164 in St Vincent, King claimed 3-14 from four overs of leg spin to keep the hosts to 6-121 in reply.
Controversially overlooked for Australia's T20 squad this home summer against India, King took her chance in the team's last tour before June's World Cup.
Brought back into the side with captain Sophie Molineux rested from bowling on her return from back soreness, King was easily Australia's best with the ball.
She first bowled a hard-swinging Hayley Matthews for 11, before trapping Shemaine Campbelle lbw when the right-hander tried to reverse sweep.
After a brief rain delay, King then struck a few balls later when she bowled Deandra Dottin for a duck to leave the West Indies' chase in tatters.
"She was brilliant, she had a new role in the powerplay and bowled really well," Molineux said.
King also had two catches dropped off her bowling and also put down one of her own, with Australia particularly ill-disciplined in the field with five missed chances.
The 30-year-old was Australia's best bowler in last year's ODI World Cup, but has rarely been picked in the T20 set up when Molineux has been available.
Instead, Australia have preferred Georgia Wareham as their No.1 legspinner in the shortest format, with Molineux and Ashleigh Gardner offering fingerspin alongside her.
Wareham produced figures of 2-14 from three overs on Thursday (Friday AEDT) in St Vincent, with selectors generally liking the fact she is quicker through the air and more of an allrounder.
King has regularly spoken about her desire to crack back into Australia's T20 side, ahead of a period that includes two World Cups, an Olympics and Champions' Trophy in the next two years.
Earlier, Australia had been sluggish out of the blocks in the series opener to be 2-57 after 10 overs, before Mooney and Ellyse Perry (36) upped the ante.
After being 29 from 29 balls, Mooney hit 50 from her final 26 deliveries as she took the West Indies bowlers down the ground and pulled and swept them with ease.
Australia have two more T20s against the Windies and a three-match ODI series before heading to England for June's T20 World Cup in a bid to restock their trophy cabinet.
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