Entitled "Prison and Freedom," and featuring photos by Misha Friedman and others from the private collection of Khodorkovsky, the exhibit can be visited at the Tallinn Portrait Gallery on Suurkarja 2. The exhibit was produced by the New York-based Institute of Modern Russia, which is headed by the oligarch's son, Pavel Khodorkovsky.

In an interview with ETV, the younger Khodorkovsky lauded the EU and Estonia for drawing attention to human rights violations in Russia. He said Western countries, and especially heads of state, need to continue exposing violations in order to bring change to Russia.

"Of course my father's case is a special case because he was a prominent businessman and as such has enjoyed media attention that sometimes would be inaccessible to people like for example Nadya Tolokonnikova or her other bandmates that have gone through a similar ordeal," Khodorkovsky said.

"Or another example would be the people that have been arrested after the Bolotnaya Square protests in Moscow. Those people don't get the same media attention so what the Western countries can do and what their leaders can do is is bring attention, bring exposure, talk about their cases," he said.

Mikhail Khodorkovsky has been in prison for a decade, in a sentence that human rights advocates have called excessive and extreme. He is set to be freed in August 2014.