Neuner sent the home fans delirious as she retained her 7.5km sprint crown on Saturday but a lapse on her last visit to the range cost her the chance of a 12th world title.
The 25-year-old, who will retire at the end of the season as the most decorated female biathlete in the history of the World Championships, led by 30 seconds as she entered the range for the fourth and final time but two misses in the standing position allowed Domracheva to take gold.
Domracheva, who started 15 seconds behind the German after winning silver in the sprint, eventually finished in 29:39.6, 25.1 seconds ahead of Neuner who has the consolation of her third medal in as many events.
Neuner was cheered as every target went down and she led by 12 seconds after the prone shoots with both her and the 25-year-old from Minsk hitting nine shots as the race developed into a two-horse race.
A miss by Domracheva in her first standing shoot seemed to have cost the Olympic individual bronze medallist her chance of a maiden world title but she kept her nerve after Neuner's mistake to shoot clear and ski to victory.
Russia's Olga Vilukhina climbed from a start position of eighth to take bronze, 1:15.4 behind the winner, after a costly miss by Marie-Laure Brunet in her final standing shoot.
The Frenchwoman, third for most of the race, eventually finished sixth behind Tora Berger and Helena Ekholm.
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