After having a wonderful and one of the best tournaments in his career in the Champions Trophy, Cologne, 2002, Dhanraj Pillay got ready to play in the Asian Games, Busan, 2002. The Asian Games was held after a short gap of only 20 days from the Champions Trophy and in spite of that, Dhanraj Pillay showed a good performance in the Asian Games. Dhanraj played very well in the first two matches of India in the Asian Games, Busan, where India played against the Hong Kong and Japan teams. The Indian team played wonderfully in those matches and clinched huge victories of 5-1 against Hong Kong and 3-0 against Japan. Dhanraj Pillay scored in the second match against Japan and was also instrumental in a number of goals in the first two matches.

The third match for India in the Asian Games, Busan, 2002 was against South Korea and the match saw Dhanraj Pillay playing in his best form, once again. Dhanraj was displaying all his skills and masteries quite nicely in the match and his defence-piercing runs were making a lot of troubles to the Korean defenders, as well. India started the match on a shaky note, as they conceded a goal in the 4th minute of the match. The South Korean team did well to defend their goal successfully throughout the first half, after scoring their first goal in the 4th minute. Though, Dhanraj Pillay and his teammates tried their best to create an opening for goal, they were continuously being denied by the Korean defenders in the first half. The Indian team went to break with a 0-1 deficit.

However, the Indian team came back nicely in the second half, when Dhanraj Pillay and Ignace Tirkey started to make some wonderful moves through the Korean defence. Both the players played nicely at that point and they continuously put on huge pressures on the South Korean defence. India scored the equaliser in the 45th minute from a wonderful move made by Dhanraj Pillay, Ignace Tirkey and Jugraj Singh. Daljit Singh eventually scored the goal after getting the ball from a deflection of the Korean goalkeeper`s pads. Both the teams gave their best efforts to take a lead during the rest of the match; however, none could score a goal. The match ended on a 1-1 draw.

After the drawn match against South Korea, the Indian team entered into the Semi-Final stage of the Asian Games, Busan, 2002 and India played against its arch rivals Pakistan in the Semi-Final. This match was another memorable match in the career of Dhanraj Pillay, as he played brilliantly in the match. Dhanraj Pillay was present there in almost all the attacks that India made in the match and he played a vital role in India`s first goal of the match. It was in the 6th minute of the match, when Dhanraj Pillay made a superb run through the Pakistan defence after getting the ball from the right flank. Dhanraj made no mistake to send the ball into the net, once he reached the striking circle in the Pakistan defence. However, Pakistan successfully equalised the score in the 10th minute of the match. India took the second lead in the match in the 21st minute and the goal was another example of Dhanraj Pillay`s extraordinary presence of mind. Gagan Ajit Singh initiated the attack by making a smooth run through the Pakistan defence and hit the ball towards the Pakistan net. However, the Pakistan goalkeeper somehow managed to save the ball and when it came off his pads; Dhanraj Pillay took advantage of his position and nicely scored the second goal for India. However, Pakistan once again scored the equaliser in the 26th minute of the match and the first half of the match ended on 2-2.

The second half of the match also started on the same note as the first half and India was making a number of attacks on the Pakistan defence through Dhanraj Pillay and his teammates. India scored its third goal in the match in the 45th minute, when Daljit Singh did no mistake to send the ball to the net after getting it from a penalty corner. The match was turning out to be another classic India-Pakistan match, as Pakistan scored the third equaliser of the match in the 52nd minute. When the score was leveled at 3-3, Dhanraj Pillay took the role of an attacking forward for India and that did wonders for India. Dhanraj Pillay was looking more dangerous at that time and he was causing some serious troubles for the Pakistan defenders. He was always attracting two or three Pakistan defenders whenever he got the ball and by this way, he made open space for the other Indian strikers.

India got its fourth goal in the match through an attack initiated by Dhanraj Pillay, when he made a defence-piercing pass to Gagan Ajit Singh. The pass was so brilliant that it made the entire Pakistan defence stand still and Gagan, standing totally unmarked inside the Pakistan defence, comfortably scored the fourth goal for India. There were only 3 minutes left in the match and though Pakistan tried their best to come back in the match, they failed to do so and India eventually clinched a sweet victory of 4-3 against Pakistan to enter into the Final.

India was quite confident and upbeat after beating Pakistan in the Semi-Final and the Indian players were quite determined to have a good match against South Korea in the Final of the Asian Games, Busan, 2002. However, the first half of the match was miserable for India, as the South Korean team attacked fiercely in the first 45 minutes. The Indian players were finding it quite difficult to cop up with the speed of the South Korean players and as a result, they conceded 3 goals within the first 45 minutes of the match. However, the Indian team made a wonderful come back in the match soon, after Jugraj Singh scored the first goal for India in the 48th minute. Dhanraj Pillay was playing nicely at that moment and Gagan Ajit Singh soon decreased the margin to 2-3 for India in the 53rd minute.

The excitement came back into the Indian side when Jugraj Singh scored the third goal for India in the 60th minute. However, the Indians failed to maintain the score till the end of the match and as South Korea scored their fourth goal just 2 minutes before the end. The South Korea team eventually won the match and the championship by a margin of 4-3. However, though India lost the match and the championship, five Indian players including Dhanraj Pillay got selected for the all-Asian hockey team. Dhanraj Pillay`s wonderful performance in the Asian Games, Busan, 2002 influenced the national selectors so much that they made him the Captain of India for the Men`s Challenger Hockey Tournament in Australia. India played nicely in the tournament and though they lost their first leg final to Australia by 2-1, they did well to thrash Australia by 5-3 in the second-leg final at Sydney. Dhanraj Pillay was quite happy that India won the prestigious tournament under his captainship and he also received the winning trophy from the president of Australian Hockey.