The match ended in a tie and then a Super Over was played to determine the result, where England reigned supreme.
Gordon breathed his last just when Neesham smashed a six in the Super Over.
How did the CWC 19 final pan out?
New Zealand posted 241/8 at Lord's on Sunday.
The Three Lions, who needed 242 runs to win, were bowled out for 241. The match ended in a tie. The two teams then battled it out in a Super Over.
Batting first, England scored 15 runs. The Kiwis needed 16 runs to win, but ended on 15. Martin Guptill was run-out on the final delivery.
Neesham's coach died during the tense Super Over
Childhood coach of Neesham, David Gordon had the match on while lying on bed.
His daughter Leonie described the incident.
"One of the nurses came in for the final over, the Super Over, and she said his breathing is changing. You know, I think Jimmy Neesham had just hit that six and he took his last breath," she said.
Neesham pays tribute to Dave
Dave Gordon, my High School teacher, coach and friend. Your love of this game was infectious, especially for those of us lucky enough to play under you. How appropriate you held on until just after such a match. Hope you were proud. Thanks for everything. RIP
Leonie was heartened to see Jimmy's response. "It was lovely, you know, he's kept in touch with Jimmy and he is friends with Jimmy's father. He always had a soft spot for Jimmy and was proud of him. He would definitely be following his career."
Key info about Dave Gordon
Gordon suffered a heart failure five weeks ago.
Both his daughters and their families came home from Italy and San Francisco respectively.
Gordon was a teacher at Auckland Grammar for over 25 years.
He coached the likes of Neesham and his current team member Lockie Ferguson.
Gordon spent his time coaching budding cricketers and followed the careers of his pupils.
Heart goes out to Kiwis, who fought valiantly
New Zealand bowed out with their heads held high. There was no loser on the day with everything being tied. But England won as per the rules set by ICC. The Kiwis fought valiantly against a much fancied England side and won our hearts.