Chinese tennis star Peng Shuai has denied accusing anyone of sexual assault in her first media comments since publicly alleging that a top Communist Party official forced her to have sex.

The quickly-censored claims posted on social media last month by the former Wimbledon and French Open doubles champion sparked international concern, with the United Nations and fellow tennis stars among those voicing fears for her wellbeing.

But in comments to Lianhe Zaobao, a Singaporean Chinese-language newspaper, Peng denied making the allegation.

"I would like to stress a very important point: I have never said nor written anything accusing anyone of sexually assaulting me," the 35-year-old said in footage apparently filmed on a phone at a sports event in Shanghai.

"I would like to emphasise this point very clearly."

In a post on China's Twitter-like Weibo platform, Peng alleged that former vice-premier Zhang Gaoli -- who is in his 70s -- coerced her into sex during an on-off relationship spanning several years.

The post was quickly scrubbed from the Chinese web, but not before screenshots were posted on Twitter, setting off a global outcry.

In the Zaobao video, when asked about the Weibo post, Peng said it was a "private matter" that people had "many misunderstandings" about.

She did not elaborate.

The video follows images of Peng published by Chinese state media, including some of her at a tennis tournament.

They also published a screenshot of an email Peng purportedly wrote to the Women's Tennis Association saying "everything is fine".

But that did little to ease concerns about Peng.

WTA chief Steve Simon said he had "a hard time believing" Peng's email and questioned whether she was really free to speak openly.

Dressed in a red T-shirt and dark down jacket, both with "China" emblazoned on them, Peng told Zaobao that the email was legitimate and written "entirely of my own free will".

In the video, a person is heard asking if she has been under surveillance since making the accusations.

Peng responded that she has "always been very free".

In the shaky Zaobao footage, Peng appears to speak with Chinese basketball star Yao Ming at a skiing event.

Hours earlier, an unverified video posted online by a Chinese state-affiliated journalist showed Peng speaking with Yao and two other Chinese sports figures -- Olympic sailing champion Xu Lijia and retired table tennis player Wang Liqin.

The WTA has called for Peng's allegations to be investigated fully and transparently and has suspended all tournaments in China, including Hong Kong, over concerns about her safety.