I want to say that I work using OS Linux. In Russia we say "I work UNDER Linux" or "I work IN Linux". What is the corresponding phrase in English?
The most idiomatic and common way to phrase this would be “I use Linux.”
If you need to keep the “Work ... Linux” phrasing, you would say “I work with Linux.” But without more context, this sounds like you are a programmer who modifies the Linux operating system. It would be an unusual way to say that you just use Linux on a regular basis. It could be understood that way if you are having a conversation about whether Windows or Linux is better, for example.
I want to say that i work using OS Linux.
The answer is in your question! It's just a matter of phrasing: "I work using bananas" would normally be said "I work with bananas", or "my work involves bananas". I'm a sysadmin and would introduce myself with "I'm a Linux sysadmin", but if I want to draw attention to Linux, I say "I work with Linux", but it's important to note that's all I do, 40 hours a week. I also use Windows to support my Linux work. At home, I use MacOSX.
And there's the distinction: what is your actual role? I work with software and electronics engineers who work on Linux: their main claim is "I'm an electronics engineer" or something like that. They might add "I do my work on Linux", or more simply "I use Linux".
Say what your role is, and it might be easier to answer your question!