The public display of affection was caught on camera Saturday after the pair won the women's 4X400 metres relay gold medal at the World Athletics Championships.
The move appears to violate a Russian law passed in June, banning gay and lesbian "propaganda."
On Thursday, another Russian athlete made headlines over the law. Pole vaulter Yelena Isinbayeva spoke out against allowing the promotion of gay rights, referring to a Swedish athlete who posted a picture of her painted fingernails on social media site Instagram.
"If we allow to promote and do all this stuff on the street, we are very afraid about our nation because we consider ourselves like normal, standard people," Isinbayeva said.
She later claimed she was misunderstood and that she doesn't discriminate against gays and lesbians.
Swedish higher jumper Emma Green Tregaro had painted her nails the colours of the rainbow to support gay rights at the event. She later painted them all red before taking to the field on Saturday, saying that's the colour of love.
The anti-gay law appears to have the widespread support of the Russian people, but has sparked growing international criticism and has left some observers wondering what opponents, namely competing athletes, may be planning when Russia hosts the Olympic Games in Sochi Games in February.