After an amazingly close session, ART Grand Prix's Vandoorne set his 1m45.402s just as the chequered flag came out.
Moments later, Pic crossed the line in his Campos Racing car with exactly the same laptime but, having set it later than the Belgian, will have to settle for a place on the front row rather than the four points for pole.
Another shock arrived in the pace of Takuya Izawa, the 30-year-old Japanese driver who was third fastest in the second ART entry, just over a quarter of a second off pole.
Palmer fastest in Sochi practice
Points leader Jolyon Palmer will start fourth for DAMS, but was baulked massively at the final corner by an MP Motorsport car after he has set the fastest second sector time.
Palmer had set the pace in free practice, and will no doubt feel aggrieved that he should be higher than the second row.
Palmer will start six places ahead of title rival Felipe Nasr, who had an action-packed session. After running wide at the final corner while opening his first qualifying run, Nasr was then punted into a spin by Stefano Coletti in the same place a lap later.
Coletti recovered to qualify eighth, but Nasr could only manage 10th.
Racing Engineering's Raffaele Marciello qualified fifth, ahead of Mitch Evans, who twice went off on laps that could have put him right at the front in his Russian Time machine.
Evans twice topped the times in the session, only to slip backwards each time.
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