Only one member of Pussy Riot, Nadezhda Tolokonnikova, is clearly identifiable in the video. She said in a telephone interview from Berlin on Thursday that other members of the group needed to remain anonymous for their protection.

Ms. Tolokonnikova said she hoped the video would highlight “how difficult and dangerous it is for political activists to spread new information.” She added, “We’ve been attacked several times and people around us have been attacked and even killed — killed just because of political participation.”

The video was released a year after Mr. Trump’s presidential victory. Ms. Tolokonnikova called it a “sad anniversary,” adding “lots of people in the United States decided to choose this not-very-smart and pro-authoritarian person who is attacking women’s rights, trans rights and independent press.” She said Mr. Trump “treats critics as treasonous which is the first sign of being an authoritarian leader.”

Ms. Tolokonnikova lives in Moscow, where she assumes, she said, that she is under surveillance, but “I’m not anything special in this regard. Every person who decides to be politically involved, they are under surveillance in Russia.” She said it was “something you get used to.”

The song’s title, “Police State,” is not just an empty phrase for her. “It’s not just words for me,” she said. “I know what it means.” But she added: “If you constantly think about fear, about being beaten or one or another thing, you will never do anything. I prefer to think about things that can be changed.”