Two video meetings have been held with the IOC.
The IOC held a second video call with the Chinese tennis player but is concerned about her safety.
After accusing a top Chinese official of sexual assault, Peng disappeared from public view for three weeks.
The Women's Tennis Association has suspended all events in China because they have serious doubts about the safety of Peng.
The IOC says it will have a personal meeting with Peng in January.
The IOC said there are different ways to achieve her well-being and safety.
We took a very human and person-centred approach to her situation. We are using 'quiet diplomacy' which is indicated to be the most promising way to proceed effectively in humanitarian matters based on the experience of governments and other organizations.
We all share the same concern about the well-being and safety of Peng Shuai. The IOC team held another video call with her yesterday.
We have offered her support, will stay in touch with her, and have already agreed on a personal meeting in January."
China censors a tennis star.
The IOC held a video call with the three-time Olympian on November 21st and a video appeared to show her at an exhibition tournament in Beijing over the weekend.
International sports stars and governments called on China to provide proof that she was safe after she disappeared, accusing a former Vice-Premier of sexual assault.
During the November call, the IOC said that Peng appeared to be safe and well.
The video call was insufficient evidence of her safety, according to the WTA.
Steve Simon, the organisation's chairman, has spoken of being "greatly concerned" about the risks players and staff could face if events were held in China.
Simon was worried about the financial implications of not playing in China, but that the case was bigger than the business.
The French Open and Wimbledon were the places where she won Grand Slam doubles events.
Serena Williams, Naomi Osaka and Novak Djokovic are concerned about her location.
'A stronger second call'
Robin Brandt is a correspondent for the British Broadcasting Corporation in China.
The statement is stronger than what the IOC had to say after the call between Thomas Bach and Peng Shuai.
The IOC is trying to defend its position.
The IOC was seen as an extension of the Chinese state following the original call.
The IOC is trying to be non-political but at the same time both it and the Beijing authorities want to have a Winter Olympics there in February that goes off well and shows the world that China can once again host these Games.
The US is leading the charge in China about Covid and the possible threats of a diplomatic boycott.
