Last week’s show for Gazprom, the Russian energy giant, at the Kremlin Palace theatre was the first private gig that Deep Purple have ever done in Russia and it caused a big fuss. People evidently don’t realise that private gigs are pretty common. They are what musicians call “tennis and bar mitzvah gigs”.

We had to move around a couple of dates on the Latin American leg of our world tour to make it but the hassle was worth it. I had never been inside the Kremlin before – I had shivered and trembled outside on a number of occasions – and it was great. The atmosphere was like an end-of-term dance.

Security was high but being checked by the guards was a lot less dehumanising than going through most commercial airports. The hospitality was fantastic. They provided my normal two boiled eggs, slices of toast, beers and whisky – and I have to say my eggs were cooked to perfection.

We were there because Dmitry Medvedev, the outgoing chairman of Gazprom (and the presumptive Russian president), is a Deep Purple fan and has been all his life. We have always been big in Russia. When it was still the Soviet Union I remember playing the most amazing places – in the Caucasus, east of the Urals, everywhere.

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We would play a stadium for a week and whole villages would turn up with their chickens and goats and make campfires. They wouldn’t know why they were there but there was an event going on and they wanted to be part of it. And when we played they went mental.

A lot of Russian people of a certain generation learnt their English through hearing rock and pop songs on the radio. That’s how Medvedev got into Deep Purple. We used to play songs like Child in Time, which told them that there were people on the outside of their country who felt similarly disenchanted with their leaders. It’s quite refreshing now to see how things have loosened up in Russia.

The gig at the Kremlin was fun but it wasn’t wild. If people aren’t used to going to rock shows they don’t know what the protocol is. It’s quite hard to go mental when you’re in a suit and you’ve just come from the office. But playing for a more reserved crowd is nothing new for us. We’ve played in Japan where they’re very reserved. The applause comes on and off like a tap and they all stand up and sit down at exactly the same time.

The first time we played Malaysia it took a year to get the contract signed because they vetted every single lyric to see if it was offensive. They were worried that we were going to infect their kids with the “British disease”.

I still remember the third clause in our Malaysian contract: “The boys in the band will not allow their hair to fall upon their shoulders.” We all had to wear cowboy hats and head-dresses to keep our hair up.

The Kremlin gig wasn’t as straight as all that. The younger guys and more junior staff were all up on their feet, although they were looking nervously over at their bosses to see whether they could loosen their ties. It was as if they were asking, “How much fun are we allowed to have?” I’m sure I could have had everyone on their feet but I knew Tina Turner was on next and it wouldn’t have been cool to do that.

When we had finished our show, Medvedev and Alexei Miller, the chief executive of Gazprom, came into our dressing room where we had a chat and a couple of drinks. We didn’t get a chance to meet President Vladimir Putin but when the previous acts were on – an opera singer and a dance troupe – he was up there dancing with his tie loosened.

When we met Medvedev he had this stupid grin on his face because he was meeting his favourite band. We had a nice chat but we didn’t talk about politics. All of us in the band have such wildly different opinions on religion and politics that we never get into it.

We did talk to Medvedev about how Russia has changed. He asked what we thought of Moscow now and I told him that it was a cool city – which it is.

You know that rumour about Miller pushing back the deadline for Gazprom’s deal with Ukraine by eight hours, just so he wouldn’t spoil our show? Well, I asked him to do that.

Only joking: that’s the sort of plan you hatch only when you’ve had a lot more vodka.

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