Second on track after Vandoorne kicked off proceedings in the battle for Saturday pole, Dennis took a slender advantage in the opening sector as the Belgian got very close to the Turn 2 barrier.
Dennis then opened the gap further, and although his slight slide in the final couple of corners helped Vandoorne find some time back, the Avalanche Andretti driver did enough to claim his second Formula E pole.
The British driver, who had said on Friday it would be "difficult" to repeat his 2021 win at the ExCeL before topping practice on Saturday morning, had earlier denied an all-Mercedes final with a 1m13.005s effort to dispatch Nyck de Vries.
The defending champion therfore takes third on the grid, having set a semi-final time faster than Sergio Sette Camara. The Brazilian had made a surprise appearance in the semis, but could not overcome a mighty lap from Vandoorne, a 1m13.131s - over 0.3s faster than his Dragon Penske rival.