RUSSIA has denied parole to a jailed member of punk band Pussy Riot who has been sentenced to two years in jail for a protest against President Vladimir Putin in a Moscow church.

Maria Alyokhina, 25, had requested parole for the second time at a regional court in Perm, an industrial city more than 1100 kilometres east of Moscow, after a district court ruled to keep her in jail in May.

Alyokhina is one of three members of Pussy Riot who were sentenced to two years in prison after they sang a "Punk Prayer" against the Russian Orthodox Church's close ties with Putin in Moscow's central Church of Christ the Saviour in February 2012.

Alyokhina and a bandmate were convicted and sentenced to jail in August 2012, while the third woman was given a suspended sentence on appeal.

Observers had expressed some hope that the Perm court would free Alyokhina, who has a young son at home, because she was unexpectedly told to pack her belongings and moved out of her penal colony in the town of Berezniki on July 12 to participate in the parole hearing.

However, on Wednesday, she was denied a personal presence in the courtroom, speaking to the judge via a video link. Her lawyers suspect that she will be transferred to a different penal colony after the hearing to serve out the rest of her sentence.

The convictions of the women on charges of hooliganism motivated by religious hatred have been denounced as disproportionate by many liberal Russians and public figures around the world, from music legend Paul McCartney to Myanmar's democracy icon Aung San Suu Kyi.

More than 100 famous musicians including Madonna, Elton John and Sting signed an open letter released on Monday appealing for the women to be freed.

"While understanding the sensitivities of protesting in a place of worship, we ask that the Russian authorities review these harsh sentences, so that you may return to your children, your families and your lives," stars wrote in the letter coordinated by rights group Amnesty International.

The second jailed Pussy Riot punk Nadezhda Tolokonnikova, 23, is serving her sentence in a prison colony in the region of Mordovia, 500 kilometres southeast of Moscow and is due to attend a parole hearing in the regional capital of Saransk on Friday.

The third Pussy Riot member to be convicted, Yekaterina Samutsevich, 30, was freed on appeal with a suspended sentence after her lawyer argued she was grabbed by guards in the Moscow church before she could actually take part in the protest.