"It's not nice to be all alone in a room with a neon light not knowing what's going on," she said Monday afternoon, but then added it was important for her "to stand up for the rights of lesbian, gay and transgender people all over the world."
It was not immediately clear why Luxuria was detained.
Last year, the Russian parliament passed a law banning "propaganda" of non-traditional sexual relations among minors.
Russian organizers had set up a protest zone leading to the Olympics, but no major protests had taken place. On Monday, however, a handful of small protests were reported:
—A Russian environmentalist group said a jailed activist who has protested the impact of the Olympics has gone on hunger strike and is complaining about poor jail conditions. Yevgeny Vitishko was sentenced last week to three years in prison for spray-painting a fence in an area where construction is banned.
IOC spokesman Mark Adams said Russian authorities assured the Olympic body that Vitishko's punishment was "not games-related." The Environmental Watch of the North Caucasus group said it posted a video in which Vitishko complains the jail is cold and crowded with sick inmates.
—In central Sochi, David Khakim held a one-man picket outside the city administration when two police officers took him away. Khakim, who later posted pictures of his arrest on Twitter, was protesting Vitishko's sentence.
—Activists say a community leader of the Circassian ethnic group has also been detained. The Adyge Khase community group, which is native to the Sochi region and opposes the Olympics on their ancestors' land, said Monday that leader Asker Sokht was held Friday near the city of Maikop under unclear circumstances. Police in Maikop would not comment.
AP Sports Writer Stephen Wilson contributed to this report.