Elena Nikitina, 21, performed the ritual gesture before setting off in her fourth and final skeleton run at the Sanki sliding centre on Friday evening, where she ended up with the bronze medal.
Communist philosopher Karl Marx described religion as the "opium of the people" and it was harshly suppressed in Soviet times.
Young Communists were brought up to be atheists, churches operated under close state surveillance and worshippers could expect to draw the unwelcome attention of the KGB security police.
Since the fall of Communism, however, the Orthodox Church has enjoyed a resurgence and President Vladimir Putin has cultivated close ties with it, saying it should be given more say over family life, education and even the armed forces.
"It just really helps me," said Nikitina, who was born in 1992, one year after the Soviet Union collapsed and 12 years after the 1980 Moscow Olympics, the only other time that Russia has hosted the Games.
"I feel if I cross myself, I immediately get the confidence and feel on the track and I know everything will work out for me," she told reporters after the race.
Nikitina clinched the bronze medal by finishing just four-hundredths of a second ahead of Katie Uhlaender of the United States and narrowly behind her fellow American Noelle Pikus-Pace, a devout Mormon, who took the silver.
(Editing by Peter Rutherford)
