TWO freed members of the Pussy Riot protest band have claimed they have been whipped by a Cossack patrol in Sochi.

Nadezhda Tolokonnikova and Maria Alyokhina said the assault took place as the band tried to perform a song.

"Under the banner Sochi 2014, to the sound of 'Putin will teach us to love the homeland', Cossacks attacked Pussy Riot, beat us with whips and sprayed a lot of pepper gas at us," Ms Tolokonnikova wrote on Twitter.

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Video purportedly of the incident posted showed Pussy Riot members pulling trademark, brightly coloured ski masks over their faces and performing a song in front of a wall decorated with the Sochi Games design.

Pepper spray was apparently aimed at one of them with a Cossack shown beating several people with a whip and the masks were roughly pulled off the protesters' heads.

Alyokhina tweeted photographs of blood dripping down the face of a supporter. Another showed red marks across Tolokonnikova's chest.

Alyokhina and Tolokonnikova were detained on suspicion of theft in Sochi, but were freed less than two months after their release from prison.

The pair had been serving two-year jail terms for hooliganism motivated by religious hatred after performing a profanity-laced protest song against President Putin.