The couple had performed consistently well right from the beginning of "Nach Baliye 5" and won the finale Saturday.
"Whenever we think of watching Nach episodes on You tube, we don't know which one to watch as all of them were good. I guess we did deserve to win," she told IANS.
The actress also added that they tried to do something new every time.
Talking about their success, Mahi said that it would take some time for her to believe that she actually won.
"I don't know how to feel at the moment. I was telling Jai too that it still hasn't sunk in. I guess it will take one or two days for us to realise that we won," she said.
The show was judged by actress Shilpa Shetty, filmmaker Sajid Khan and choreographer Terence Lewis. Mahi said that all the three judges had their unique place.
"Shilpa ma'am was very warm towards everyone, especially the girls. Sajid of course is very clear, if he likes you, he will say it...very transparent that way. Terence sees your hard work and dedication," she said.
When asked if she would like to be part of any more reality shows, the actress said: "I don't mind being a part of them if something interesting comes up. Right now I was to enjoy my "Nach Baliye" success and spend time with my family," she said.
The show began Dec 29, 2012 with 11 couples who are popular TV actors. The judges had said they were the most deserving couple out of the four finalists.