The actor and his blues band took to the stage at a bikers’ show in the city of Sevastopol, where Russia’s Black Sea Fleet is based.
Fans waved Russian flags as Steven Seagal sang and played his guitar.
The US and EU have imposed sanctions on Russia over its annexation of Crimea in March.
Russia is also alleged to have provided weapons and support to the rebels in eastern Ukraine.
Steven Seagal said he had travelled to Crimea because music unites people, Russia’s RIA-Novosti news agency reported.
The black, blue and red flag of the Donetsk People’s Republic (DNR) hung in the corner of the stage.
Steven Seagal’s pro-Russian views saw him dropped from the line-up of an Estonian blues festival earlier this summer.
The bikers’ show in Sevastopol was organized by a motorcycle group of Russian nationalists known as the Night Wolves.
RIA Novosti reported Steven Seagal was handed a shirt with Vladimir Putin’s face on it, which he held aloft as he thanked the crowd.
Vladimir Putin’s spokesman Dmitry Peskov told reporters last year the Russian president and Steven Seagal had been friends “for a long time” and regularly meet.
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