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 Mortarathe 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 Birdwhile 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.
Jean-Eric Vergne, DS Penske, DS E-Tense FE23
Photo by: Dom Romney / Motorsport Images
Vergne was handed a free pass in his quarter-final after Nico Muller damaged the right-front suspension on his Abt machine in the qualifying group, leaving him unable to make it out in the next stage.
Earlier, the first qualifying group was red flagged just moments into the session as debris, believed to be a weather balloon, landed on the circuit between Turns 6-7.
Once the offending item had been removed, championship leader Nick Cassidy found himself missing out on a spot in the duels by only 0.011s at the checked flag.
The Kiwi was followed by Oliver Rowland (Nissan), Nyck de Vries (Mahindra), Lucas di Grassi (Abt), Robin Frijns (Envision), Sergio Sette Camara (ERT) and Norman Nato (Andretti).
At the top of the times, Vergne led DS Penske 1-2 having set a 1m13.731s as Evans and Muller completed the top four.
Four different powertrain manufacturers occupied the top placings in the second group, as Guenther’s 1m13.516s left him ahead of Wehrlein, Mortara and Bird.
Porsche’s Antonio Felix da Costa narrowly missed out on a spot in the duels by 0.005s, with reigning Formula E champion Jake Dennis just half a tenth further back.
The second McLaren entry of Jake Hughes headed Sacha Fenestraz (Nissan), Jehan Daruvala (Maserati MSG), Sebastien Buemi (Envision) and Dan Ticktum (ERT).
Starting grid: