Madonna will share a stage with the freed members of Russian punk band Pussy Riot at a concert in New York next month, the US pop star said.

The singer will appear with Nadezhda Tolokonnikova and Maria Alyokhina as part of an Amnesty International concert on February 5 with a star-studded lineup including Bob Geldof, Blondie and Yoko Ono.

"I am honoured to introduce my fellow freedom fighters Nadya and Masha," Madonna said in a statement late Wednesday, using diminutive names for the women, who were released two months early from prison camps in December.

"I have admired their courage and have long supported their commitment and the sacrifices they have made in the name of freedom of expression and human rights," said Madonna ahead of the "Bringing Human Rights Home" concert.

The concert's poster says the Pussy Riot members will be making special guest appearances.

In a message on Twitter, Tolokonnikova confirmed they would see Madonna in New York.

Madonna backed the women at a concert in Moscow during their trial in August 2012, stripping to reveal "Pussy Riot" written on her back and saying she had prayed for their release.

"We, more than anyone, understand how important Amnesty's work is in connecting activists to prisoners," 24-year-old Tolokonnikova and 25-year-old Alyokhina said in a statement released by Amnesty International earlier this month.

The two women were freed in December two months early as part of an amnesty announced by President Vladimir Putin ahead of next month's Winter Olympics. Also freed were Greenpeace activists and former oil magnate Mikhail Khodorkovsky.

The women, who have young children, were serving two-year sentences in penal colonies after being convicted on a charge of hooliganism motivated by religious hatred for their anti-Putin song in a Moscow cathedral.

They have vowed to use their freedom to fight for better prison conditions and both have spoken out on abuses they experienced in jail.

The two women this month travelled to Singapore where the video of their Punk Prayer protest was shortlisted for a major art prize, although it did not win.