The Olympics are a celebration of life and strength, but animals used for fur know only pain and death.
The police confiscated the PETA snow bunnies' signs and passports, before ordering them to leave the Olympic Park area.
The snow bunnies are in Sochi to let people know that wearing the skins of animals who were beaten, electrocuted or strangled to death is unacceptable.
Russia is the world's largest buyer of fur, and is a major importer from around the world. Fur is traditionally worn to protect people against the acute winter cold.
But with the develpment of modern thermal wear of synthetic origin, the use of animal furs is no longer necessary and has become a fashion statement and indicator of wealth and prestige.
Fur = pain + death
"The Olympics are a celebration of life and strength, but animals used for fur know only pain and death", says PETA snow bunny Hope Carveth.
"By refusing to wear skins, anyone can be a winner for the millions of animals raised for their skin, who are never afforded the opportunity to engage in basic behaviour such as running, jumping and swimming."
Every year, millions of animals are trapped, drowned and beaten to death in the wild or strangled, gassed, poisoned or electrocuted after spending their entire lives in tiny, filthy cages on fur farms.
A nasty business
In China - which is the world's largest fur exporter - animals who are killed for their fur, including millions of cats and dogs, are often skinned alive.
PETA video footage recorded on a Chinese fur farm shows that workers pulled rabbits out of cages by their ears and stunned the screaming animals with electrical devices.
Rabbits watched as other rabbits had their throats cut and their heads and paws cut off with knives before their skin was peeled off their bodies.