The Russians earned 40.77 points on Tuesday for their outstanding performance of paso doble and were followed by Americans Tanith Belbin and Ben Agosto with 39.65 points.
Tessa Virtue and Scott Moir of Canada finished third, earning 39.37 points before Thursday's original dance and free dance on Friday.
In the short program, another Russian pair, Yuko Kawaguchi and Alexander Smirnov, failed to take the lead despite earning 68.94 points for their smooth and flawless performance of 'The Swan' on late Tuesday.
The Russian and Japanese were outclassed however by European champions Aliona Savchenko and Robin Szolkowy of Germany, who received a record 72.30 points for their energetic dance to the 'Lost in Space' theme.
With the free skate scheduled for Wednesday, China's Zhang Dan and Zhang Hao came third in the short program with 67.42 points.
Japan's Kawaguchi has been skating with Smirnov since early 2006. She and Smirnov are the 2008, 2009 Russian Champions and the 2009 European silver medalists.
Last month she was officially permitted by the Japan Skating Federation (JSF) to represent Russia at major international events.
The athlete has been living in Russia's second largest city of St. Petersburg since 2002, where she graduated from the St. Petersburg University, majoring in international politics.