The three suspects, Nadezhda Tolokonnikova, 23, Maria Alyokhina, 24, and Yekaterina Samutsevich, 29, admitted they are members of the group, but denied any involvement in the February demonstration at Christ the Savior cathedral in Moscow, RIA Novosti reported.
Pussy Riot said the incident was a protest against the Orthodox Christian church's support for Russian President Vladimir Putin.
Police arrested the three women in March after four masked members of Pussy Riot burst into the cathedral and sang out "Mother of God, Blessed Virgin, drive out Putin!" while dancing, the British newspaper The Guardian reported.
Prosecutors said the women "insulted in a sacrilegious manner the centuries-old foundations of the Russian Orthodox Church" by performing a "blasphemous" song in the church, RIA Novosti reported.
If convicted, the women face a possible seven years in prison.