The Football Ferns are now without a win in their past 10 games, after a heavy 3-0 defeat to Nigeria in their final friendly in Turkey.
Just days after ending their goal drought in a 1-1 draw against Iceland, New Zealand were dealt another setback against the much lower-ranked Africans.
Ferns coach Jitka Klimková made just one change to the starting team, with Gabi Rennie coming in for an injured Liv Chance.
Despite dominating possession, New Zealand struggled in front of goal and watched on, as Nigeria showed their clinical touch.
Goals on either side of halftime and an injury-time strike made for New Zealand's worst defeat, since their 5-0 drubbing at the hands of Portugal in February.
Nigeria captain Onome Ebi opened the scoring in the 34th minute with a looping header from a corner to beat Ferns goalkeeper Victoria Esson.
Onyi Echegini then doubled the Africans' lead with a superb run into the box to split the Ferns defence and volley a cross home.
New Zealand kept the Nigerians out for the next 35 minutes, but a defensive lapse allowed Desire Oparanozie to hold up the ball, before firing it into the bottom corner of the goal.
The Ferns' winless streak now extends to 10 games, with their last triumph coming against Phillippines in September 2022.
Since then, they have been outscored 23-2, with their final scheduled friendly against Vietnam on July 10, just 10 days before their opening World Cup game.
New Zealand will kick off the tournament against Norway at Eden Park on July 20, with plenty for coach Klimková to ponder in the meantime.
Nigeria 3 (Ebi, Echegini, Oparanozie goals) New Zealand 0