The Porsche driver gained the advantage in the opening sector in Brazil before Vandoorne responded by posting a quicker time in the remaining two sectors.
But the DS Penske racer, who started on pole in Sao Paulo last year for the inaugural race, missed out on top spot by just 0.002 seconds.
Wehrlein progressed through to the finals having beaten Maximilian Guenther by nearly three tenths after the Maserati MSG driver had a moment on the exit of Turn 18.
The German will start at the back of the grid and will need to serve a penalty in the race, though, after both his gearbox and inverter were changed prior to qualifying, equating to a 40-place grid drop.
An error in the opening sector cost Jean-Eric Vergne three tenths in a DS Penske intra-team battle with Vandoorne, who posted the fastest lap across the entirety of qualifying with a 1m12.566s.
The fastest time in all three sectors to post a 1m12.846s meant Wehrlein easily progressed into the semi-final at the expense of Edoardo Mortara, the Mahindra driver making it through to the duels for the first time this season.
It was a similar situation for Guenther who bested McLaren’s Sam Bird, while running deep into Turn 1 meant Mitch Evans dropped two tenths against Vandoorne in their quarter-final duel, with the Jaguar racer falling short by 0.156s at the end of the lap.
Source: Autosport