Madonna removed the use of a swastika in her show in Nice in southern France on Tuesday following a row with far-right leader Marine Le Pen, and instead used the gig to call for the release of jailed Russian punk band Pussy Riot.

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Madonna dropped from her last concert in Europe Tuesday a swastika that outraged France's right-wing party but again demanded the freedom of jailed Russian girl punk band Pussy Riot.

The video that accompanied the pop icon's performance in Nice of "Nobody Knows Me" still showed National Front leader Marine Le Pen, but a question mark replaced a swastika that had previously flashed on the politician's forehead.

The appearance of the Nazi symbol at Madonna's Paris performance last month enraged the party, which launched legal action against the 54-year-old singer and threatened to return to the courts should she use it again.

A local party supporter, Gael Nofri, welcomed Madonna's decision.

"As far as I know, Madonna has never changed a video clip. This is proof that our arguments were valid. This is excellent news," he said.

The pop diva used the last gig of a controversy-hit Europe tour to reiterate solidarity with three punk rockers jailed by Russian courts this month over a stunt in a Moscow cathedral criticising President Vladimir Putin.

"Free Pussy Riot!" Madonna shouted from the stage to a packed stadium in the southern French city.

At a concert in Moscow two weeks ago, Madonna donned a balaclava in solidarity with the protest punk band, angering Russian authorities.

The punk band wore knitted balaclavas when they performed a "punk prayer" for the ouster of the veteran strongman in the church in February.

Madonna drew more criticism in Russia when she called for "love and appreciation for the gay community" at a concert in St Petersburg, which had just banned "homosexual propaganda".

"I've seen some very scary things," the star told the Nice crowd, slamming "intolerance" and calling for the respect of "human dignity".

"The real deal is freedom and not just for Pussy Riot," she said, adding later: "Every human being deserves to be treated equally."

"We have to be freedom fighters."

The three Pussy Riot members have been jailed for two years for hooliganism, a sentence that has drawn wide criticism.

The Nice performance was Madonna's last in the Europe leg of a world tour that covers 30 countries, ending in Australia early next year.