Maria Alyokhina, 25, and Nadezhda Tolokonnikova, 24, told the Times editorial board their incarceration in Russia has only made them more willing to speak out against President Vladimir Putin. Both women spent months in jail for a protest in front of Moscow's Russian Orthodox cathedral before being released on amnesty in December.
"What happened was that the support and care shown internationally around the world made us free even though, physically, we were behind bars," Alyokhina said, speaking through a translator. "In light of that, it's kind of silly to talk about having to go through that a second time as something that would instill fear in us."
Both women urged protests at the games, which begin Friday in Sochi.
Alyokhina and Tolokonnikova, who appeared on "The Colbert Report" Tuesday, were to be at an Amnesty International Benefit in Brooklyn Wednesday night. Other performers include Madonna, Lauryn Hill, Imagine Dragons and the Flaming Lips.
They were convicted with a third member of the group of hooliganism and inciting religious hatred. The third woman was released early because she was pregnant.