The U.S. government and much of the international community refuse to recognize Russia's claim of control over the Ukrainian region.
Seagal performed at a Saturday evening concert during the three-day event, which was organized by the Russian biker gang Night Wolves and held in Sevastopol.
The Kremlin-owned television network RT posted a YouTube video of Seagal at the event telling the crowd "No man has the right to condemn another man for believing what he believes in."
It was unclear what role, if any, the Russian government had in organizing the event.
Seagal has previously voiced support for Russia and its invasion of Crimea, and is on friendly terms with Russian President Vladimir Putin.