Three members of the group were jailed this month for staging an anti-Vladimir Putin protest in a Moscow cathedral.
The pair who fled has not been named but the husband of one of the jailed women said the duo had taken part in the cathedral protest in February.
Many in the West condemned the Pussy Riot sentences as disproportionate.
However, the Kremlin has rejected accusations by musicians and some governments that the case was politically motivated.
Maria Alyokhina, Nadezhda Tolokonnikova and Yekaterina Samutsevich were found guilty of “hooliganism motivated by religious hatred” and jailed for two years.
The Twitter account called Pussy Riot Group said: “In regard to the pursuit, two of our members have successfully fled the country! They are recruiting foreign feminists to prepare new actions!”
Nadezhda Tolokonnikova’s husband, Pyotr Verzilov, told Reuters news agency: “Since the Moscow police said they are searching for them, they will keep a low profile for now. They are in a safe place beyond the reach of the Russian police.”
He suggested that this meant a country that had no extradition arrangement with Russia.
Pyotr Verzilov told Reuters: “Twelve or even 14 members who are still in Russia actively participate in the band’s work now, it’s a big collective.”
The jailed women are appealing against their sentences.
Following the verdict, Russian police said they were actively searching for other members of the group who had taken part in the cathedral protest.
But they gave no names and did not say how many were being sought.
The jailed women said their performance of a “punk prayer” on 21 February in the Christ the Saviour Cathedral had been to highlight the Russian Orthodox Church leader’s support for Vladimir Putin.
Their brief, obscenity-laced performance, which implored the Virgin Mary to “throw Putin out”, enraged the Orthodox Church.
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