Maria Alekhina and Nadezhda Tolokonnikova are on a tour of New York and visited City Hall late Friday afternoon.
De Blasio, his wife Chirlane McCray and the musicians visited for about 30 minutes. A spokeswoman says the mayor commended them for "their bravery and courage."
The two were released in December after nearly two years in jail. They were convicted of hooliganism after they staged a protest in a Russian church. While on tour in the US, the women have been critical of Russian President Vladimir Putin and political conditions in their homeland.
Instead of singing, Madonna and Pussy Riot spoke with passion about human rights issues at the Amnesty International concert.
Madonna told the crowd of thousands Wednesday night that she received death threats for standing up for Pussy Riot, a Russian protest punk band, when two of its members were arrested for hooliganism after staging a protest in a Russian church in 2012.
"The right to be free, to speak our minds, to have an opinion, to love who we want to love, to be who we are — do we have to fight for that?" the pop icon said, answering her own question with an expletive. "I've always considered myself a freedom fighter since the early '80s when I realized I had a voice and I could sing more than songs about being a material girl or feeling like a virgin. And I have definitely paid for and have been punished for speaking my mind and for sticking my neck out for this kind of discrimination. But that's OK."
At the Barclays Center in Brooklyn, Madonna introduced Maria Alekhina and Nadezhda Tolokonnikova, who were released from prison in December and made their first public appearance in the U.S. on Tuesday. They spoke through a translator at the "Bringing Human Rights Home" concert, telling the audience they were grateful to be free but have to continue to fight to save others who are imprisoned.
Alekhina and Tolokonnikova, who wore T-shirts featuring cross designs, thanked supporters for sending letters while they were in jail and Amnesty International for its mission to protect human rights.
"Thank you to all of those who are bold enough and who care enough to speak out against injustice and speak the truth," Alekhina said.
The Moscow-based group, which features nearly a dozen female musicians, has been critical of Russian President Vladimir Putin and political conditions in their homeland.
"Russia will be free!" they yelled along with the crowd before they exited the stage.
While Madonna and Pussy Riot didn't perform, the Flaming Lips and Yoko Ono closed the more than four-hour event, while Imagine Dragons were crowd favorites with their Grammy-winning hit, "Radioactive."
Lauryn Hill and Blondie earned cheers as they entered the stage. Hill kicked off her set — each act roughly performed three songs — with "Ready or Not" from her Fugees days, while Debbie Harry was a firecracker when she sang "One Way or Another" and "Call Me."
The concert also included performances from Cake, the Fray, Bob Geldof, Tegan and Sara, Colbie Caillat and Cold War Kids. It was Amnesty International's first concert since the "Human Rights Concerts" were held from 1986 to 1998 and included U2, Bruce Springsteen, Sting and Peter Gabriel.
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