A Moscow court sentenced three members of the all-female opposition band to two years in prison on Aug. 17 for staging a "punk prayer" at the Christ the Saviour Cathedral in February and calling on the Virgin Mary to rid Russia of Putin.
The sentence drew sharp international criticism of the Russian government, while opposition groups at home have portrayed it as part of a Kremlin clampdown on dissent.
Police said earlier this week they were searching for other members of the band.
"In regard to the pursuit, two of our members have successfully fled the country! They are recruiting foreign feminists to prepare new actions!," a Twitter account called Pussy Riot Group said.
Defence lawyers of the convicted Pussy Riot members - Nadezhda Tolokonnikova, Maria Alyokhina and Yekaterina Samutsevich - are expected to appeal against their sentences next week.
Tolokonnikova's husband, Pyotr Verzilov, told Reuters on Sunday that the two members of the group who have fled Russia had taken part in the cathedral protest along with his wife.
"Since the Moscow police said they are searching for them, they will keep a low profile for now. They are in a safe place beyond the reach of the Russian police," he said by phone.
Asked if that meant a country which had no extradition agreement with Russia, Verzilov said: "Yes, that suggests that."
"But you must remember that 12 or even 14 members who are still in Russia actively participate in the band's work now, it's a big collective," he added.
Putin, back at the Kremlin since May for his third presidential term, said before the three band members were sentenced that they should not be judged too harshly.
Under Russian law the three Pussy Riot members put on trial could have faced as much as seven years' jail for hooliganism motivated by religious hatred, but the prosecutors asked for three years and they were sentenced to two.
Reporting by Gabriela Baczynska, editing by Tim Pearce