The singers could potentially be facing prosecution after Russian officials issued a statement saying the Material Girl and Mother Monster did not obtain appropriate visas to enter and perform in the country.
According to The Guardian, Madonna, who played there in August 2012, and Gaga, who performed last December, arrived using cultural-exchange visas, which "do not grant their bearers the right to engage in any commercial activity."
As a result, prosecutors are looking into possibly asking Russia's foreign ministry or federal migration service to press charges.
The investigation has come about after Vitaly Milonov, the Russian politician who authored St. Petersburg's law banning gay "propaganda," brought the visa issue to the attention of authorities.
Following their 2012 shows, Milonov tried—unsuccessfully—to take legal action against Madonna and Gaga for speaking out in support of LGBT issues during their concerts and for "promoting sodomy, lesbianism, bisexuality and transgenderism among minors."