The USA quartet of Ryan Murphy, Kevin Cordes, Kendyl Stewart and Lia Neal clocked three minutes, 42.33 seconds in the event's third heat of the morning session.
The new world record came just minutes after Russia had swum 3:45.87 mins in the previous heat to better the old record of 3:46.52 set by Australia in Perth in January 2014.
"It's a fun new event and I was very happy to get a world record...Even if the Americans broke it in the very next heat," grinned Russia's butterfly expert Daniil Pakhomov before the evening's final.
They both broke the 50m record on Tuesday when Van der Burgh lowered his own mark in the morning's heats by clocking 26.62secs, only for 20-year-old Peaty to come out and break it with 26.42 in the semi-finals.
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Australia's Emily Seebohm brushed off tiredness from her gold medal exploits to storm into the women's 50m backstroke semi-finals.
The 23-year-old led a golden night in the Kazan pool on Tuesday by winning the women's 100m backstroke final before Mitchell Larkin won the men's race as Australia enjoyed their best single day at a world championships for a decade.
"I didn't get to bed until 1230am last night and I didn't feel fantastic when I woke up this morning, but I'm beginning to brighten up a bit now," she admitted after winning her first individual world title.
"I loved every minute of last night and I wish I could do it all again.... Well, maybe not the race, but everything which came afterwards."
Her team-mate Cameron McEvoy was the second fastest into the 100m freestyle semi-finals at 48.33sec, just behind China's Ning Zetao who clocked 48.11secs, with Olympic champion Nathan Adrian of the USA only seventh fastest through at 48.61.