This article analyzes a paradoxical situation: sanctions have real negative effects on the Russian economy, but are not recognized by the population as a problem. The article analyzes the key strategies used to deproblematize the economic sanctions (and the Russian food embargo) that were used in four Russian newspapers from March 2014 to December 2014. Drawing on agenda-setting theory, we assume that the use of deproblematization strategies in the media discussion on economic sanctions proves to people that the effects of the sanctions are not severe. The second section discusses another puzzle: against the background of a large-scale economic and political crisis in Russia, Vladimir Putin’s support is increasing. We explain this outcome using the rally-around-the-flag effect. We argue that Russia’s media discussion can explain why the rally effect in Russia is substantially more stable than in other countries.