To Orthodox believers, water blessed by a priest on Epiphany has miraculous powers, a belief harking back to Christ's baptism in the River Jordan. Jumping into the water is optional, but is a popular ritual among the faithful.
Water blessed on Epiphany "never goes stale, sick people who touch it are healed, devils are driven out and people are given strength," Patriarch Kirill, head of the Russian Orthodox Church, said Monday during a trip to Kazakhstan.
Around 30,000 people immersed themselves in ice holes in Moscow overnight, the RIA-Novosti state news agency reported, citing city police.
The emergency situations ministry said it had posted over 200 lifeguards at lakes and rivers around the Russian capital to help prevent tragedies.
Just after midnight on Tuesday morning, worshippers gathered at a golf club outside Moscow, braving temperatures of minus 25 Celsius (minus 13 Fahrenheit) to leap into an ice hole, an AFP journalist witnessed.
Around 200 people followed a priest in a candle-lit procession to a nearby river, their breath throwing up clouds of steam. They then stripped to swimming trunks or wore long white shirts to complete the ritual bathing.
The well-off worshippers had paid 3,500 rubles (119 dollars) for a holiday package that included felt boots and a shirt to wear during immersion, as well as a performance by a Cossack choir and a buffet afterwards.
Six percent of Russians were planning to jump into ice holes for Epiphany, according to a poll published Monday by the Levada Centre, the country's most respected polling firm.
A more cautious 48 percent planned to visit a church to collect water blessed by a priest, the poll said.
The holiday is a favourite with politicians, who reinforce their reputation as devout Russian Orthodox believers by jumping into the ice in previously announced photo opportunities.