The three were detained shortly after members of the group stormed a church in Moscow on February 21 and performed a song criticizing what they see as the Orthodox Church's support of Prime Minister and president-elect Vladimir Putin.
The three admit to being members of the larger group, but deny taking part in the action at the Cathedral of Christ the Savior.
Amnesty said even if they did take part, Russia's response -- including a possible seven year jail sentence for hooliganism -- was not "a justifiable response to the peaceful -- if , to many, offensive -- expression of their political beliefs."
Amnesty called for the immediate release of Maria Alekhina, Nadezhda Tolokonnikova, and Ekaterina Samusevich.
The three are now in pre-trial detention until April 25.
Russian Orthodox Patriarch Kirill said Pussy Riot desecrated the Cathedral of Christ the Savior with their stunt.
Speaking last month to Russian TV, Kirill said he was sickened by their protest and saddened that Russian Orthodox believers would defend the band.
"Those people don't believe in the power of prayer, they believe in the power of propaganda, in the power of lies and slander, in the power of the Internet and mass media, in the power of money and weapons," Kirill said
"We believe in the power of prayer. I call on the whole Russian Orthodox Church for passionate and diligent praying for our country, for our trust, for our people, for God to forgive us our sin."
More than 2,000 people have signed an open letter to the patriarch, asking the clergy not to press charges.
Several religious leaders, including Vsevolod Chaplin, the head of the Orthodox Church's social affairs department, have said the women should not be imprisoned.