Their dance sparked outrage in Israel.
"Motifs from the Holocaust are not for parties, not for dance and not for reality (TV)," Israeli Culture Minister Miri Regev told Israeli Army Radio on Sunday.
"Not one of the 6 million danced and a concentration camp is not a summer camp," Regev added, referring to the number of Jewish dead.
Other people in Israel were not as categorical.
"You have to keep in mind that this is being done on Russian television," said Efraim Zuroff, director of the Israel office of the Simon Wiesenthal Center who described the performance as "quite kitschy" but added that in the Soviet Union media and officials did not dwell on the Holocaust so any discussion of it Russia should be welcomed.
"So, in that respect, this performance was actually a refreshing change and a different way of looking at the Holocaust. That's why it had some value."
Peskov told reporters on Monday that his wife's dance routine is not something for the Kremlin to comment on, but said: "I'm proud of my wife. This is all I can say."
While some Russians were indignant at what some saw as mockery of the memory of the dead, others posted messages of support on Navka's Instagram account, saying that the dance brought tears to their eyes.
The routine was choreographed by 2002 Olympic silver medalist Ilya Averbukh, who is Jewish.
Averbukh, who said in a 2012 interview that he "had problems" in his childhood because of his Jewish name, stood by the Holocaust-themed dance.
"This routine is my idea," Averbukh, who is also Ice Age's chief producer, told Komsomolskaya Pravda on Sunday. "I have done a lot of routines on the war and Jewish themes."
Senior Russian officials, including President Vladimir Putin, have honored Holocaust victims and have spoken out against attempts to justify the crimes of Nazis or their allies.
Holocaust-themed routines aren't new to sports.
In 1996, France's synchronized swimming team had to scrap its program, which depicted the arrival of Jewish women in death camps and their final march to the gas chambers, following an intervention by the French sports minister. The routine was also based on a movie and set to music from Steven Spielberg's "Schindler's List."
Daniel Estrin in Jerusalem contributed to this report.