Antonelli's first lap in the final session was 0.298secs quicker than Russell's. He was on course to improve on his final run but locked up into the hairpin and lost time.
The 19-year-old Italian said: "Super happy with the session. It was a good one, a clean one. And I felt very good in the car and every run I was just improving and improving.
"Shame about the last lap after a lock-up in Turn 11 but it was a good one before that."
Antonelli became the youngest driver to take an F1 pole position in China and is emerging as a serious threat to Russell in the championship - they start the race separated by four points, less than the margin between first and second places in a grand prix.
Russell, who was complaining of a lack of rear grip throughout qualifying, was quicker than Antonelli in the difficult first sector of the lap but lost out over the rest.
"Really strange session," the Briton said. "We were both very fast all weekend. We made some adjustments after final practice and in this qualifying we were nowhere so we have to try and understand."
Piastri, meanwhile, was pleased with the obvious progress McLaren have made this weekend, during which they have for the first time been in the mix with Ferrari as the closest challengers to Mercedes.
"We have looked good all weekend," said the Australian, who is yet to start a grand prix this season after a crash on the reconnaissance lap in Australia and a battery failure in China before the start.
"We don't have the pace to match Mercedes still but we are getting closer."

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