Russian musicians are set to play a benefit concert in St. Petersburg, Russia, to support the jailed members of feminist punk band Pussy Riot, who were sentenced to two-year prison terms for performing a protest song in Moscow’s main cathedral.

The concert on Sunday will raise money for three of the band’s members who were sentenced last month, sparking outrage and condemnation from governments and artists around the world.

In February, Maria Alekhina, Yekaterina Samutsevich, and Nadezhda Tolokonnikova staged a "punk prayer" that blasted Vladimir Putin and the Russian Orthodox Church inside an iconic Moscow cathedral.

The activist band high-kicked and danced while asking the Virgin Mary to save Russia from Putin, who would be elected to a third term as Russia's president two weeks later.

Sunday’s concert was announced after the band released a video thanking Western musicians, including Green Day, Bjork and Madonna, for their support.

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Pussy Riot stages their protest performance inside Christ The Saviour Cathedral in Moscow, Feb. 21, in this still image taken from video. (Reuters)

Igor Tonkikh, owner of the venue hosting the benefit concert, told the St. Petersburg Times he had received threatening phone calls from the local council and police. They said they would check the venue for any violations.

A local company has refused to put up posters about the event but Tonkikh says it’s still going ahead, though he fears it may be sabotaged.

One of the bands on the bill will be Televizor, who were banned in the 1980s in the Soviet Union for their protest songs such as Your Daddy is a Fascist.

In the new Pussy Riot video, three group members in balaclavas are seen in a tower block in Moscow. They scale down a derelict building onto which they’ve tacked a massive banner of Putin and Alexander Lukashenko, the president of Belarus.

"We’ve been fighting for our right to sing, to think, to criticize... We go on with our musical fight in Russia," the members say in the video. "Our country is dominated by evil men. These men think it is illegal to call yourself a feminist and to sing punk music."

The band members had faced a possible seven-year term for their 40-second act of defiance. They were found guilty of hooliganism motivated by religious hatred.

Amnesty International called the verdict "a bitter blow for freedom of expression" in Russia, adding that it believes the decision was politically motivated.

The band's male and female supporters, who often wear the band's trademark balaclavas, have staged protests across Europe and North America to put pressure on Russia for its handling of the case.