The two jailed members of anti-Kremlin punk band Pussy Riot, whose imprisonment prompted a wave of global outrage, walked free on Monday and immediately vowed to fight injustice in Russian prisons.

Maria Alyokhina and Nadezhda Tolokonnikova were released two months early under a Kremlin-backed amnesty after serving most of their two-year sentences.

They immediately slammed the measure as a publicity stunt before the Olympic Games Russia will host in February.

"I don't think the amnesty is a humanitarian act, I think it's a PR stunt," the 25-year-old Alyokhina said.

The pair, who both have small children, and fellow activist Yekaterina Samutsevich were convicted on charges of hooliganism motivated by religious hatred after staging a "punk prayer" in an Orthodox cathedral in Moscow in February 2012. During the event, they asked the Virgin Mary to get rid of President Vladimir Putin.

Alyokhina was quietly whisked away from her prison colony in the city of Nizhny Novgorod while Tolokonnikova, 24, emerged in style and faced a media scrum a few hours later from a prison hospital in Krasnoyarsk in Siberia.

Wearing fishnet stockings despite temperatures of minus 25 degrees C (-13F) and hair perfectly coiffed, Tolokonnikova said her prison time only made her more resolute in opposing Putin's rule.

"I don't consider this time wasted," the brunette said. "I became older, I saw the state from within, I saw this totalitarian machine as it is."

"Russia is built on the model of a penal colony and that is why it is so important to change the penal colonies today to change Russia," she said.

She pledged to defend prisoners' rights along with bandmate Alyokhina, saying "we would like to pursue a joint project together.

"Right now we will be discussing the structure and format of this project," Tolokonnikova said in an interview with Echo of Moscow radio.

Tolokonnikova wants to spend at least a week in Krasnoyarsk where her grandmother lives, and Alyokhina planned to join her in the Siberian city on Tuesday.

A US State Department official said Washington welcomed their release as it had been "concerned by the disproportionate severity of the sentences against the members of the Pussy Riot punk band. The verdict underscored our concerns about the rule of law and restrictions on freedom of expression in Russia."

Alyokhina used her first interview after her release to slam the amnesty as a mere publicity "stunt", and said that she would have preferred to remain in prison but wasn't given a choice.

"If I had a choice to refuse (the amnesty), I would have, without a doubt,"

Alyokhina told Dozhd television channel.

The two women were freed three days after the shock release of anti-Kremlin tycoon Mikhail Khodorkovsky, who spent more than a decade behind bars.

Alyokhina's release was marked by the same kind of security as the secret operation that freed Khodorkovsky, who was not seen after his release until he touched down at a Berlin airport on Friday afternoon.

She was taken away from the prison without saying goodbye to her fellow inmates and eventually made her way to the offices of local NGO Committee Against Torture to discuss violations at the colony.

Alyokhina arrived in Moscow Monday evening and was greeted at the train station by supporters bearing flowers and balloons. She told them: "I regret nothing," according to the Interfax news agency.

Tolokonnikova, meanwhile, urged countries to boycott the February Olympics.

If the amnesty were wider, she said, Western countries could view it as a reason not to boycott the Olympic Games.  "As it stands, I appeal for a boycott, I appeal for honesty, I appeal for not being bought for oil and gas," she said.

The Pussy Riot's "punk prayer" was staged just prior to Putin's re-election to the Kremlin in March 2012 and was aimed at denouncing the Orthodox Church's support of the Russian strongman during the campaign.

The group also released a video clip of their performance which is now banned.

All three were arrested in early March 2012. Samutsevich was later freed on appeal with a suspended sentence, but Tolokonnikova and Alyokhina were sent to faraway penal colonies.

Alyokhina and Tolokonnikova, whose sentences would have run out in early March, were granted the amnesty last week after parliament approved a Kremlin-backed bill.

Their jailing turned them from little-known feminist punks who staged a handful of guerrilla performances in Moscow to the stars of a global cause celebre symbolising the repression of civil dissent under Putin.

They received support from luminaries ranging from Madonna to Yoko Ono to Myanmar democracy icon Aung San Suu Kyi.

The case also polarised Russian society, with Orthodox conservatives getting into fights with Pussy Riot supporters during the trial, and even staging rallies of their own. (AFP)