Two members of the protest group Pussy Riot say they have been detained while walking around Sochi, where Russia is hosting the Winter Olympics.

Maria Alyokhina and Nadezhda Tolokonnikova used Twitter to send pictures of their detention, claiming they were thrown into a police van.

Police have confirmed taking them in for questioning, saying it is over theft at the hotel in which the pair are staying.

Released from prison in December under a mass amnesty ahead of the Games, the activists recently returned to Russia after touring Europe and the US.

They had been jailed for two years for hooliganism motivated by religious hatred for performing a protest song against President Vladimir Putin in Moscow’s main cathedral in February 2012.

The two women were in Sochi with other members of Pussy Riot to record a musical film called “Putin will teach you to love the motherland”, Tolokonnikova’s husband said on his Twitter microblog.