Russian television stations showed the 65-year-old Mr Putinapproaching a hole cut in the ice on Lake Seliger in north-western Russia before dunking himself in and crossing himself.
Mr Putin's spokesman, Dmitry Peskov, said the president had dipped in icy waters on the Epiphany before, but Friday marks the first time he has publicly done so.
In Orthodox tradition, water blessed by a priest during Epiphany week is considered holy and pure, and believers attribute healing powers to it.
Authorities set up bathing sites for believers all over Russia, including some areas in Siberia where temperatures dipped below minus 30C.
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