The three defendants say Moscow Khamovnichesky District Court Judge Marina Syrova has violated the law by prohibiting them from making appeals, ITAR-Tass reported.
The Russian Code of Criminal Procedure authorizes defendant to make appeals at any stage of the court hearings.
"It is neither a matter of joke nor a rally, it is a matter of court proceedings when the court is obliged to act in the framework of the law," said Yelena Pavlova, a lawyer for defendants Nadezhda Tolokonnikova, 22; Maria Alyokhina, 24 and Yekaterina Samutsevich, 29.
The three women, all members of the punk rock collective band Pussy Riot, have been in custody since they were arrested in March on hooliganism charges for a performance at Christ the Savior Cathedral on Feb. 21. During the performance they allegedly bashed then-Prime Minister Vladimir Putin, the current president of Russia.
Meanwhile, a bomb threat on the trial proceedings made by an anonymous caller earlier Thursday was proven false, ITAR-Tass reported.
"There is a mine planted in the building. Free Pussy Riot," the anonymous caller said.
Law enforcement officials searched the court house and found no explosive device, said spokeswoman for the Khamovnichesky court Darya Lyakh.