The former world number one doubles player reached 14th in the singles rankings in 2011.
Serena Williams urged people not to stay silent about the welfare of Chinese player Peng Shuai.
Two weeks ago, she made sexual assault allegations against a Chinese government official.
Chinese state media has released an email attributed to Peng, but there is doubt about its authenticity.
"I hope she is okay and found soon," said Williams.
Since she said she was forced into a sexual relationship with a former China vice-premier, concern for her welfare has continued to grow.
The allegations were made in a post on Chinese social media site Weibo on 3 November and soon deleted from China's internet.
It is the first time that such a claim has been made against a Chinese political leader.
Steve Simon, chairman of the Women's Tennis Association, said that Peng deserved to be heard.
He questioned the email released by Chinese state media, saying it raised concerns about Peng's safety.
Williams is one of many players who have spoken out about the welfare of their teammates.
"I am devastated and shocked to hear about it," said Williams, who is a Grand Slam singles champion.
We must not be silent and this must be investigated.
Sending love to her and her family.
China's #MeToo movement is gaining steam.
Two Grand Slam titles have been won by Chinese Taipei's Hsieh Su-wei and former world number one doubles player, Peng.
She achieved a career-high singles ranking of 14 in 2011.
She acknowledged that she would not be able to provide proof to back up her claims.
The highest-profile incident in China's #MeToo movement was her allegation.
The 75-year-old has not responded to the claims. He was a close ally of the president and served as China's vice-premier.
When asked about the situation by a reporter on Thursday, the Chinese foreign ministry spokesman said he was not aware of it.
China is trying to silence the #MeToo icon.
The tennis world is demanding answers.
Past and present players, coaches and journalists, as well as other high-profile sports stars, actors and politicians, have been demanding answers about the welfare of Peng.
Many have been using the #WhereIsPengShuai on their social media accounts.
When asked about the issue earlier this week, Serbia's Novak Djokovic said it was shocking.
Osaka, who has used her platform to speak out about social issues, added her concern and said "censorship is never OK".
One of the most prominent athletes outside of tennis was Barcelona and former Spain footballer Gerard Pique.
The email should not be taken at face value, according to the organisation.
The group questioned the track record of Chinese state media.
The International Olympic Committee was asked to comment on China's plans to host the Winter Olympics.
Quiet diplomacy is the best way to find a solution to questions of nature.
China's foreign ministry spokesman is not aware of the missing tennis star.
