By Nate Raymond

NEW YORK (Reuters) - Two New York City women, who U.S. authorities say expressed support for jihad and plotted to hit police, government or military targets with an explosive device, pleaded not guilty on Thursday in Brooklyn federal court.

Noelle Velentzas, 28, and Asia Siddiqui, 31, were indicted by a federal grand jury last week, a month after their arrest on a charge of conspiring to use a weapon of mass destruction.

The indictment also charged the women with teaching and distributing information about the making and use of a weapon of mass destruction, and accused Siddiqui of making material false statements to the Federal Bureau of Investigation (FBI).

Both women appeared in court in blue prison garb, with Velentzas wearing a head scarf.

Following the hearing, Siddiqui's lawyer Thomas Dunn said: "My client's not guilty, and we're going to fight the charges."

Velentzas' lawyer declined to comment.

Authorities said the women, former roommates in the New York City borough of Queens, had researched how to build an explosive device. When they were arrested, agents found bomb-building materials including propane gas tanks, soldering tools, pipes, a pressure cooker and fertilizer, authorities said.

A criminal complaint unveiled at the time of their arrest said Velentzas had praised al Qaeda's Sept. 11, 2001, attacks on the United States and that said she and Siddiqui were "citizens of the Islamic State."

The women face the possibility of life in prison if convicted.

(Reporting by Nate Raymond in New York, editing by G Crosse)