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The Russians who are cheering hard for Team USA

Russian television commentators may say nasty things about America's Olympians, but at least one group of Russians is pulling for Team USA, heart and soul.

That's the sentiment among the people watching the Sochi Olympics from inside America's "Little Russia."

Izzy Odessky immigrated to the United States from the former Soviet Union 35 years ago. He owns Russian Baths of Brooklyn, a bathhouse that draws on New York's large community of Russian immigrants—300,000 people at last count—for much of its customer base.

His loyalty lies not with the country where he was born, Odessky said, but with the country that gave him the opportunity to succeed.

"I think people who live here, American people … they really don't understand where they live," Odessky said. "They live in a beautiful country and when they wake up in the morning, they have to kiss this ground. And when they go to sleep they have to kiss it again." .

(Read more: The 'quiet billionaires' shaping Ukraine's future)

Many of his clients feel the same way.

Over traditional Russian dishes of sour cabbage and potatoes, Steven Mirlas, an IT and pharmaceutical entrepreneur who lives in Brooklyn, explained his position about the Olympics and Russia.

"To be honest with you, I'm not a big fan of the Russians," he said. "We're immigrants from the former Soviet Union, so ... I see the United States going all the way and ... I'm very happy that they are doing very well. All of us who live here are really patriots of the United States. We believe we live in the greatest country in the world, which it is."

Birch stems, used in Russian-style saunas like Russian Baths of Brooklyn
Amos Chapple | Lonely Planet Images | Getty Images
Birch stems, used in Russian-style saunas like Russian Baths of Brooklyn
"All of us who live here are really patriots of the United States. We believe we live in the greatest country in the world, which it is." -Steven Mirlas, Founder of IT Careers of New York; Co-founder of Drug Guild Pharmaceutical Distributors

When asked about Russia's Olympic hockey problems, Julia Dakh, a baths visitor who also came to the U.S. over three decades ago, said she was not upset when the Russian men's hockey team was eliminated by Finland.

Odessky said he has worked hard to build a business where people—whether cheering Team USA or Team Russia—can relax and enjoy the Eastern European traditions of steaming, swimming, and enjoying good food and drinks.

"People walking out of here, they're happy," he said. "People are satisfied when they can make their life better."

—By CNBC's Dina Gusovsky. Follow her on Twitter @DinaGusovsky.

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