Italy's LGBT activist and former member of parliament Vladimir Luxuria has been detained again in Sochi, venue of the Russian Winter Olympics, while sporting a rainbow dress.

Hours after being released by Russian police, the activist was stopped a second time as she entered Shayba Arena at the Olympic Park to watch a hockey game and arrested by plainclothes men who took her away along with other two Italian journalists of popular TV show Le Iene.

AP journalist Nataliya Vasilyeva wrote on Twitter:

On Sunday, Luxuria was held by police in the southern Russian city as she was waving a rainbow flag saying "Gay is OK" in Russian. She was released after a few hours.

"I've been freed and tomorrow I'll watch the Games," Luxuria, 48, wrote in a SMS message to the Gay Centre, Fabrizio Marrazzo a spokesman for the LGBT community told ANSA news agency.

Luxuria was the first transgender ever to be elected at the Italian parliament with Italy's Communist Party. She served as MP from 2006 to 2008.

She said she planned to attend a hockey match at the Bolshoy Ice Dome fully dressed in rainbow colours as a protest against Russian president Vladimir Putin.

"The goal, of course, is to protest against the law of homophobic Putin," she told Ansa before leaving for Sochi.