The SAF Games, Chennai, 1995 was kind of a come back tournament for Dhanraj Pillay, as he missed out the 1995 Sultan Azlan Shah tournament at Kuala Lumpur, after the 1994 World Cup. The Indian team played well in the tournament to win the gold, beating Germany in the final, in spite of Dhanraj being absent. Dhanraj Pillay did not play in the tournament, as he wanted to play in the English League for the London-based club, Indian Gymkhana. That tour in England helped him to enhance his fitness level to a much better position and as a result, Dhanraj Pillay played in the SAF Games in a much better way.

Dhanraj Pillay scored a goal and also became instrumental in the second goal in India`s first match against Sri Lanka in the SAF Games that India won by a margin of 2-0. It was a sluggish start for the Indian team considering the huge difference between the strength of Sri Lanka and India. However, the Indian team came to its real form in the second match and thrashed Bangladesh by 7-0, where Dhanraj Pillay once again took an important and crucial part. India beat the Nepal team in the third match with a huge margin of 16-0. Dhanraj Pillay was unstoppable in this match and he made a huge difference between the two teams in the match, with his wonderful runs through the Nepalese defense. The Indian team played against its arch rivals and also the World Champions, Pakistan in the Final of the tournament.

It was a grand chance for Dhanraj Pillay for standing on the podium of a tournament, after missing out the Sultan Azlan Shah Cup. He was quite determined to play well in the Final match of the tournament so that India could win the SAF Games. The Final match was played at the Mayor Radhakrishnan Stadium, Chennai and the stadium was jam-packed by Hockey enthusiasts. The famous Indian players like Dhanraj Pillay, Mukesh Kumar, Sanjeev Kumar and Mohammed Riaz were all charged up to win the prestigious championship title on their home soil. Dhanraj Pillay started to play in his own form right from the first minute of the Final match and his quick runs were causing a lot of difficulties for the Pakistan defenders. Dhanraj was playing all over the field and his extraordinary performances encouraged all the other Indian players. The entire Indian mid-field also accompanied Dhanraj quite nicely and put on huge pressure on the Pakistan defense. India scored the first goal of the match in the first penalty corner they got and Dhanraj Pillay scored the goal in utter brilliance. Then, India scored the second goal without much delay and went on to the break leading by 2-0.

Dhanraj Pillay continued to play aggressively and wonderfully in the second half of the match. He scored the third goal for India in the beginning of the second half and the goal was another brilliant master piece from him. Then, he once again made a wonderful move through the Pakistani defense and as Sanjeev Kumar and Mukesh Kumar accompanied him nicely, he scored his third and India`s fourth goal in the Final. Dhanraj Pillay was playing with all his enthusiasm and he gave it his all: energy, skills, athleticism and pace. The match was still not over for India, as the team scored its fifth goal through Mukesh Kumar`s stick. The Pakistan team could score only 2 goals in the last few minutes of the match and India proudly won the SAF Games title, by beating Pakistan with a huge margin of 5-2. Dhanraj Pillay also got a lot of praise from all the national media houses for his extraordinary performance in the Final of the SAF Games, Chennai, 1995.