Defeat by a solitary wicket on Friday in Johannesburg saw the hosts draw level after England took a 2-0 lead.
England lost five wickets for 21 runs in the fourth test, salvaging 262 all out thanks to Joe Root's century.
"You want to see them in pressure situations, because that's when you learn most about them," he added.
"It's a great chance for them to turn round and play a match-winning innings.
"They've got a great opportunity to go out there and finish the series on a high, as a match-winner."
The majority of the squad are likely to head to India next month for the ICC World Twenty20.
"It's mental strength really," added Thorpe.
"It's an opportunity for them to stand up. Some [of them] might say 'I'm a little bit shy of a few runs in this series so far'."
England need to show mental strength if they are to win the series-clinching one-day international in South Africa, says batting coach Graham Thorpe.