Madonna Dons Pussy Riot's Trademark Balaclava To Show Support In Moscow, Russia (PICTURES)

PHOTOS: Madonna Dons Balaclava, Prays For Pussy Riot's Freedom

Madonna voiced her support for the imprisoned members of Russian band Pussy Riot at her concert in Moscow on Tuesday as she hailed the punk trio as "courageous".

The Material Girl took a moment during her MDNA show at the Olympic Stadium to champion the jailed stars, who are currently on trial for performing a protest song against Russian President Vladimir Putin in a church in February.

Madonna donned the trademark balaclava worn by Pussy Riot, and peeled off to a black bra to show the band's name scrawled on her back.

She told the crowd, "I know there are many sides to every story, and I mean no disrespect to the church or the government, but I think that these three girls... I think that they have done something courageous... I pray for their freedom."

The audience cheered loudly as she continued, "I know that everyone in this auditorium, if you are here as my fan, feels they have the right to be free."

Three members of Pussy Riot - Nadezhda Tolokonnikova, Maria Alekhina and Yekaterina Samutsevich - face a lengthy stint behind bars on hooliganism charges.

Madonna, who previously urged the judge overseeing the Pussy Riot trial to be "lenient", is due to play a second Russian gig in St. Petersburg on Thursday.

Officials at the U.S. Embassy in Russia have issued a security warning to American fans planning to attend the concert.

Authorities have reportedly received information from the U.S. Consulate General in St. Petersburg about a possible threat of physical violence at the singer's gig at The Petersburg Sports and Concert Complex.

Embassy bosses are urging American citizens with tickets to the show "to remain vigilant regarding their personal security", and confirmed that extra security measures will be in place at the arena.

According to TMZ.com, Madonna plans to go ahead with the show despite the threat.

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