Svendsen missed two targets and completed the men's 15-kilometre race in 43 minutes, 15. 7 seconds.
Arn Peiffer of Germany overtook Anton Shipulin on an uphill section with 300 metres left and finished second, 23.5 seconds behind. The Russian was another 8.3 seconds behind in third.
Domracheva missed three times and was timed in 39 minutes, 1.4 seconds to claim her sixth win of the season.
Tora Berger, who won gold medals in mass-start and individual races at the world championships last week, couldn't challenge the Belarusian on the uphill section and finished 10.0 seconds behind in second. Kaisa Makarainen of Finland was third, another 22.6 seconds back.
In December, two-time Olympic champion Neuner announced her retirement at the end of the season.
The 25-year-old German star shot clean in the first two shooting ranges and was leading in the last race of her career, 37.2 seconds ahead of second-place Domracheva coming into the third shooting range. But she missed four targets and two more on the next range to finish sixth, 56.0 seconds behind.
The result was enough for Neuner to preserve her lead over Domracheva in the overall World Cup standings. Berger finished third.
Neuner made her World Cup debut in 2005 and has won 34 individual races and 13 events as a member of the German team. She claimed overall World Cup titles in 2008 and 2010 and won 12 gold medals at world championships.
Domracheva won the mass-start overall title ahead of Berger and Brunet.
In the men's event, overall World Cup champion Martin Fourcade of France was leading the race before the first shooting range, but missed five times to end the day in 15th place.
Andreas Birnbacher of Germany, who won two mass-start races this season, finished fourth and claimed the discipline overall title with 260 points from five races. Svendsen was 42 points behind for second.