Band's supporters claim it is an attempt to discredit their politics
Two women have reportedly been found dead next to the words 'Free Pussy Riot' written in blood in the city of Kazan, Russia.
It is thought that the 38 and 76 year old's were murdered before their bodies were discovered this weekend, with the blood message written next to them in English.
The Guardian reports the federal investigative committee as saying in a statement: "The words 'Free Pussy Riot', presumably written in blood, were found at the scene of the crime, on the walls of the flat."
Supporters of the three jailed Pussy Riot members have said that the message is an attempt to discredit the Russian band and their politics.
Husband of jailed bandmember Nadezhda Tolokonnikova, Pyotr Verzilov, the Gazeta.ru: "This is an attempt to strike at all supporters of the group."
One of the band's lawyers, Nikolai Polozov, write on Twitter: "What happened in Kazan is horrible. Pussy Riot was always for nonviolent protest. This incident is either a horrendous provocation or [the work of] a psychopath."
Earlier this week it was reported that the three jailed members of Pussy Riot are to appeal against their two-year sentences.
The three bandmembers were found guilty of hooliganism motivated by religious hatred in August after they performed an impromptu protest gig against president Vladimir Putin in Moscoaw's Church of Christ The Saviour.
However, at least two of the band's other members have fled Russia in order to escape arrest for the incident.
A whole host of musicians, including Madonna, Bjork and Paul McCartney have come out in support of Pussy Riot, with Madonna even wearing a Pussy Riot mask in tribute to the band at one of her gigs.
Below: Click to see photos from Madonna's recent gig in which she bares her bum and pays tribute to the jailed Pussy Riot members