Russia's Pussy Riot punk group plans a new protest in Russia despite the jailing of three of its members for a performance against Vladimir Putin in an Orthodox cathedral, band members said Thursday.

"We first of all want to do a new protest finally, so that we have something to talk about," two band members, who gave their nicknames 'Balaclava' and 'Tomcat', told the Russian service of Radio Liberty. Both wore home-made balaclavas.

The members of the all-women group, which has a fluid line-up, were speaking as bandmates Nadezhda Tolokonnikova, Yekaterina Samutsevich and Maria Alyokhina prepare to appeal their two-year sentence.

A Moscow court jailed them last month for hooliganism motivated by religious hatred.

"It is more difficult for us now," said 'Balaclava'.

"Our new performance needs to get even more public reaction than the previous one," she added.

"We are preparing intensively, we are doing sport."

Pussy Riot has previously given unannounced performances on Red Square; in front of the jail cell of anti-Putin protest leader Alexei Navalny; and in the Moscow metro.

Moscow police investigators are hunting for two unidentified band members who took part in February's "Punk Prayer" in Moscow's Church of Christ the Saviour that got their three colleagues jailed.
But in the interview with Radio Liberty the two band members said that those two members had already left Russia.

"Our official version that we say on Twitter and in all interviews is that the members of Pussy Riot who were in front of the altar have left the country," said the member 'Tomcat'.

'Balaclava' also said that band members abroad had made the video that US MTV television had posted on its website.

In it, two women abseil down a building, thank Western artists for support and set fire to a portrait of Putin.

The members of Pussy Riot sentenced to imprisonment in a corrective labour facility will appeal their sentence on October 1.

Russian Prime Minister Dmitry Medvedev said Wednesday he thought the women should be released and given suspended sentences, saying further jail time would be "unproductive."