Maria Alyokhina, 25, and Nadezhda Tolokonnikova, 24 were released yesterday, two months early under a Kremlin-backed amnesty after serving most of their two-year sentences for staging a protest performance against Vladimir Putin in Moscow's main cathedral.
"I am happy to learn that the torture unworthy of a European country in the 21st century has come to an end," said Khodorkovsky, who himself walked out of prison on Friday after receiving a surprise pardon from Putin.
Khodorkovsky and the freed Pussy Riot rockers have said they want to work to improve the plight of inmates in Russia prisons.
Both Alyokhina and Tolokonnikova repeatedly complained of conditions in their prisons.
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In September, Tolokonnikova went on hunger strike after releasing a letter complaining that women at her penal colony in Mordovia were treated like "slaves" and worked 17-hour days in a sewing shop.
"The main thing now is probably to find it in yourselves not to leave hatred and anger in your heart after the trials of imprisonment," Khodorkovsky said.
At a news conference in Berlin on Sunday, Khodorkovsky said he would not seek revenge against Putin.