As she kicked off the U.S. leg of her "MDNA Tour" in Philadelphia, Madonna said she was happy to party in the USA after touring Europe for three months.

The pop icon told the crowd Tuesday night they should "never forget how lucky you are to live where you live and to have the freedom that you have." She made the comments after talking about the arrest of three members of the punk-rock female band Pussy Riot. The women were sentenced to two years in prison after performing a "punk prayer" at Moscow's Christ the Savior cathedral in which they called on the Virgin Mary to deliver Russia from its leader, Vladimir Putin.

"In my travels around the world the one thing I truly witnessed is we in America have freedom of speech, freedom of expression," the singer said.

Madonna, who toured most of Europe from June to August, has called for the Pussy Riot members to be freed. Paul McCartney and Peter Gabriel also have spoken in the women's favor.

"I don't think that it's a coincidence that I'm in the city where the Declaration of Independence was signed," Madonna said at the Wells Fargo Center to nearly 20,000 fans. "We are in the land of democracy."

Russian activists recently sued Madonna for millions of dollars, claiming they were offended by her support for gay rights during her show in St. Petersburg. A law passed in February makes it illegal to promote homosexuality to minors, and the author of that law has pointed to the presence of children as young as 12 at Madonna's concert on Aug. 9. (Minors also attended Madonna's U.S. show.)

When speaking about Pussy Riot, Madonna said that about 80 gay men were jailed in St. Petersburg because of their sexual orientation. She told the crowd that the arrests were unfair, and they booed in her support.

Then the 53-year-old told the U.S. audience: "Don't get fat and lazy and take that freedom for granted."

Madonna kicked off her concert late on Tuesday, apologizing to the crowd, who began to boo before she hit the stage around 10:30 p.m. EST.

"We had many changes to make from Europe to America, and I wanted the show to be perfect for you because my fans deserve it and quite frankly I deserve it," she said.

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Madonna Tells Fans Appreciate Freedom