The Swedish high jumper posted a picture of her fingers on social media website Instagram, saying "Nails painted in the colors of the rainbow," followed by several hashtags including "(hash)pride" and "(hash)moscow2013."
Swedish sprinter Moa Hjelmer also had her nails painted in the rainbow colors when she ran in the 200-meter heats Thursday morning.
Sweden team spokesman Fredrik Trahn says the federation hasn't discussed the issue. He adds that "it is all up to the athletes."
The anti-gay legislation was signed into law in June and has been criticized by activists around the world.