In September, Tolokonnikova went on hunger strike in protest at what she called murder threats and "slave labour conditions" in the penal colony in Mordovia.
Tolokonnikova's husband Pyotr Verzilov said his wife had been incommunicado since she left the camp, some 250 miles (400 kilometres) from Moscow, on October 22.
"We have not heard from Nadezhda for 13 days now," Verzilov, leader of the art group Voina (War), told AFP.
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"We believe that the prison service has chosen this peculiar method to punish her."
He added that according to sources Tolokonnikova was known to be passing through the city of Chelyabinsk in the Urals last month.
Supporters on Saturday picketed the headquarters of the prison service in Moscow.
The Federal Service for the Execution of Punishment has confirmed that Tolokonnikova was being transferred to another colony but refused to give details.
Voina said on Twitter that the prison service said Tolokonnikova's whereabouts would be revealed "later."
Tolokonnikova and her bandmate Maria Alyokhina are serving a two-year sentence for their punk group's performance in a Moscow church criticising President Vladimir Putin and the Russian Orthodox Church's close links to the Kremlin.
Both have small children and are scheduled for release in March.
