Afridi stepped in as the XI skipper after England's Eoin Morgan pulled out due to injury.
The Pakistan all-rounder, who retired from mainstream worldwide cricket two years ago, received a guard of honour at Lord's.
Earlier, with the West Indians cruising to 51/0 in the powerplay, Afghan leg-spinner Rashid Khan managed to draw first blood with the wicket of the unsafe Lewis in the 8th over before off-spinner Malik packed back Gayle, who failed to get going.
Though action on the field is expected to be the attraction, the bigger cause will be the objective of the contest, organised as a collaborative effort by the England and Wales Cricket Board, the International Cricket Council, Cricket West Indies and the MCC. However, the linchpin scalped two wickets.
Afridi, who retired from mainstream worldwide cricket two years ago, received a guard of honour at Lord's. "I'm sure all the players from either side are looking forward to the match with great enthusiasm and people will get to see some high-quality cricket on Thursday", Afridi said on Twitter.
Lewis played a sure-footed inning of 58 runs off 26 balls, with five boundaries and six each at the strike rate of 223.07.
In the 72-run drubbing of the World XI side, Sandeep went wicketless in his one-over spell where he conceded 12 runs and with the willow, he managed just four runs out of five balls.
Denesh Ramdin and Marlon Samuels chipped in with 44* and 43 runs respectively.
In early May this year, he was announced as part of the World XI squad that would play against West Indies as part of a charity for reconstruction of stadiums that were affected by hurricanes that had struck the Caribbean nation.
Gayle was finally bowled by Shoaib Malik for 18 from 28, whereupon Samuels marched onto centre stage with a fusillade of sixes - two in two balls off Malik, and a gargantuan mow down the ground to welcome the Nepalese legspinner, Sandeep Lamichhane, to Lord's.
Here is the Video of Shahid Afridi and Rashid Khan:When Shahid Afridi gets angry on Rashid Khan after he dropped a catch.