The 53-year-old singer presented another provocative act while taking the stage at SKK Peterburgsky on Thursday night and delivered a fiery speech about supporting gay rights, reported Aceshowbiz.
"The gay community here, and all around the world, have the same rights, to be treated with dignity, with respect, with tolerance, with compassion, with love," she said.
She also made reference to Martin Luther King Jr who fought for the African-American rights.
"If you're with me, I want to see your pink arm bands!" she asked the concertgoers, referring to wrist bands given to them to support the LGBT community. "I said, are you... With me?"
The Material Girl also dissed those who use religion to justify intolerance as stating, "It's in every holy book: love thy neighbour as thyself.
"You cannot use religion to treat other people badly. Let's all go out into the world and spread this message of love, and live our lives without fear."
More From This Section
Prior to the St Petersburg gig, Madonna sparked frenzy during her performance in Moscow last Tuesday by demanding Russian government to free the members of feminist punk rock band Pussy Riot, who were jailed for singing a protest against Vladimir Putin in a Russian Orthodox Church.
The Tuesday concert apparently angered Russian Deputy Prime Minister, Dmitry Rogozin, who later called Madonna a "former slut" on Twitter.