The programme was to air in Moscow at 1650 GMT Sunday but was shown to audiences in the Russian Far East earlier in the day.
"One cannot undermine the moral foundations, break up the country. What would we be left with?" Putin reportedly said of the Pussy Riot performance.
He also claimed he had not exerted any pressure in the women's sentencing. "I had nothing to do with it. They wanted it, and they got it," Putin was quoted as saying.
Donning brightly coloured balaclavas, the group of women on February 21 belted out a "prayer" in the country's main cathedral, Christ the Saviour, calling on the Virgin Mary to remove Putin.
Three Pussy Riot members, Maria Alyokhina, Nadezhda Tolokonnikova and Yekaterina Samutsevich, were convicted of hooliganism motivated by religious hatred in August, and were sentenced to two years. They are currently waiting for a Moscow court to hear their appeal.
Putin celebrated his 60th birthday Sunday, receiving warm wishes from supporters and numerous mentions on state TV, but derision from critics who since late last year have held regular mass protests against his rule.