Domracheva won the mass start 12.5km event in Siberia in 39:01.4, ten seconds clear of Norway’s Tora Berger in second, while Kaisa Makarainen finished third.
But Neuner came home in sixth to guarantee that she claims the overall World Cup title, finishing with 1216 points, 28 clear of Domracheva in second.
Berger finished third overall, with Makarainen and the retiring Helena Ekholm fourth and fifth respectively.
Meanwhile in the men’s 15km mass start Emil Hegle Svendsen bounced back from the disappointment of missing out on the overall title to Martin Fourcade as he claimed the win.
The Norwegian came home in 43:15.7, well clear of Arnd Peiffer in second, while Anton Shipulin came third.
Fourcade was in contention but some poor shooting late on cost him as he finished 15th overall.