For some reason Matt Bellamy can't quite explain, his band Muse are very popular in Russia. Maybe it's because few others bother to tour there. Or that the people think they sound like Rush...

Rock stardom in Russia has a unique way of revealing its idiosyncrasies. When we were told we would be headlining the Moscow Stunt Festival, we thought "Stunt" was just a name. It turned out to be a description. We are not just the headliners; we are the only band performing. The rest of the day's entertainment is provided by people riding motorcycles around metal cages, launching themselves into rivers, racing trucks and tractor units around a dirt track, and so on. I have absolutely no idea why Muse are considered a suitable musical accompaniment for these activities, but I feel like shaking our Russian booking agent by the hand and congratulating him.

The crowd, incidentally, don't seem to think there is anything out of the ordinary about us performing with a load of monster trucks and stunt bikers as our support acts. We go down really well.

It's our second visit to Russia. We first went to Moscow last year, when we had no idea at all that we were famous there. It just sounded like an interesting place to go. We thought we would be performing to a few hundred fans. It turned out that we were playing at a stadium in front of 10,000 people. We went there just after September 11, and people were incredibly pleased that we had turned up. Most bands cancelled their tours after the terrorist attacks.

It's not that common for western bands to visit Russia. Record companies help you get gigs in places where they know your appearance will help them sell records, and it's very difficult for record companies to sell records in Russia.

As in South America and Asia, the black market in pirate recordings is out of control: if you sell 100,000 records in Russia, you've probably sold 300,000 pirate copies on top of that. It may be because of the problems with piracy that the music industry in Russia seems slightly more ramshackle than it does in Britain.

Certainly the press and TV companies are less well organised. While in Moscow, we're interviewed by Russian MTV. We expect a big-money production, all flashy studios and technology, but it feels a bit amateurish - like the tiniest digital channel would be in the UK. The interviewer keeps asking us what we like about Russia, what we particularly enjoy about being here. They seem slightly surprised that we have bothered to turn up at all.

We hold a press conference in our hotel. Some Russian classical music has been a really big influence on Muse's sound: I love Rachmaninov and Tchaikovsky. I've always felt that our sound could be a mix between their piano music and really hard rock. I thought that perhaps the Russians had picked up on that influence, that maybe they recognised something of their own culture in it, and that was why we had taken off over there.

At the press conference, however, Rachmaninov doesn't get a look in. Instead the journalists enthusiastically compare us to 1970s progressive rock bands like Yes and Rush: "We haven't heard a band like you for many years." It's a little perturbing, particularly as I've never heard Yes or Rush, but it's clearly intended as an enormous compliment. Perhaps they get the Rachmaninov stuff on a more subliminal level.

They also compare us to Queen, who were huge in Russia. I don't really mind that. The things we have in common with Queen are the things I'm really proud of the band. We have a big sound, and we're not afraid to put on a show. In the past seven years, the most famous English bands have seemed incredibly self-conscious on stage. Their performances have been based around trying to break down the barriers of rock stardom and say: "We are just normal people."

The problem is that in order to break through to thousands of people and relate to them on a "normal" level, you have to remove everything that's interesting or characterful about yourself. You have to strip away your own individuality, and individuality is what makes for a great performance: the audience get to see something that they don't normally see in everyday life.

That has led to a worldwide problem with the perception of British music. People abroad, whether they're American radio programmers or Russian journalists, now expect British bands to be self-conscious and shy and make music that is slightly doleful.

As a result, a lot of artists who are huge in Britain are much lower down the bill abroad than you would expect. Countries such as Germany are far more influenced by what's big in America than what's big in Britain. Russia seems to follow suit. They seem to like experi mental music more - they like things to be a little edgy.

Just how edgy is underlined when we arrive in St Petersburg. In Moscow we spent most of our nights in eurotrashy nightclubs, where they kept stopping the music - which was awful - to hold competitions where you could win vodka. The most entertaining thing was seeing the really berserk way that Russian clubbers dance.

In St Petersburg, our tour manager asks the promoter to take us to a more underground club. The town is dead on a Wednesday night, but he takes us to a club in a disused nuclear bunker - an alarmingly literal interpretation of "underground". There is an enormous and rather threatening bouncer on the door, who doesn't want to let us in, so we say we will pay. The warning bells start going off when they let us in then lock the door behind us. Inside, the club is full of people injecting drugs. There are discarded syringes on the floor. We stay long enough to look like we aren't actually running away, then we leave.

We end up in a strip club. It seems to be the only place open in St Petersburg on a Wednesday night. One of the dancers tells us that Roger Waters had been there the night before, and Marilyn Manson was supposed to have been there as well. Its celebrity clients probably have a lot to do with the fact that it's the only place open late on a Wednesday that doesn't look like a particularly visceral scene from Trainspotting.

The next day we play a 3,000-capacity auditorium. It looks a bit like a school assembly hall, and people seem unsure whether they should stand on their seats or not, but it goes really well - we even try out some new songs.

Backstage, however, we came into contact with another peculiarity of Russian fame. For reasons that are beyond me, we get a lot of really fanatical female fans over there. After the gig in St Petersburg, there are about 50 women waiting outside the dressing room. One of them comes up to me. She's obviously a psychopath. She has a gift for me - should she go and get it? I'm used to Russian fans giving me roses and teddy bears, but she comes back with a huge, incredibly intricate oil painting, which she says took her five months to complete. It features me, naked and horribly emaciated, with birds on my shoulders. I am holding a glowing heart in front of my genitals.

It's such a disturbing image that I decide to get some air, a bit of peace and quiet, and gather my thoughts. I step out on to the balcony of the dressing room. There are 10 girls outside screaming at me, which hardly soothes my nerves.

The next day, when we leave for home, I see Dom, our drummer, walking around the airport with the painting, showing it to complete strangers. None of them seem as bothered as I am. As I said, rock stardom in Russia has a unique way of revealing its idiosyncrasies.

·: Hullabaloo: Muse Live at Le Zenith, Paris is released on CD and DVD on July 1.