The International Olympic Committee said it needs "to be discreet" when talking about this case while the Beijing Olympics are set to begin in February.
The show of support comes two days after WTA Chairman and CEO Steve Simon announced he was suspending all tournaments in China.
As women's tennis champions applauded Simon's actions, men's tennis stars demanded their organizations follow suit and take action against China.
According to the IOC's statement, Peng Shuai said in the 30-minute video call that she is doing well, appreciated the concern but asked for her privacy.
Peng has not been seen or heard from in public since she wrote a blog post on November 2 in which she accused former Chinese vice premier Zhang Gaoli of sexual assault.
"The WTA and the rest of the world need independent and verifiable proof that she is safe," wrote Steve Simon, chairman and CEO of WTA.
World No. 1 Ashleigh Barty takes on 2018 Wimbledon champion Angelique Kerber, while world No. 2 Aryna Sabalenka plays No. 8 seed Karolina Pliskova.
Victoria Azarenka criticized Roland-Garros organizers for reserving the evening sessions for men's players.
The world No. 2 withdrew from the French Open on Monday and will take time away from tennis to focus on her mental health.
"Professional athletes have a responsibility to their sport and their fans to speak to the media surrounding their competition, allowing them the opportunity to share their perspective and tell their story," the WTA said in a statement.
The second-biggest tennis tournament in the U.S. after the U.S. Open was expected to begin on Monday.
The 32-year-old Russian is one of only 10 female players to hold a career Grand Slam and has won 36 professional titles.
The teenager crashed out of the Citi Open in Washington, D.C., after losing in straight sets to Kazakhstan's Zarina Diyas.
U.S. tennis's teenage sensation takes on Kazakhstan's Zarina Diyas in the Round of 32 of the Citi Open.
Teenage sensation Coco Gauff is among the players in action in Washington, D.C. this week alongside with U.S. number one Sloane Stephens.
Williams accused umpire Carlos Ramos of sexism after she was given three code violations during the U.S. Open final in September.
The Canadian is a fierce critic of Sharapova, saying the Russian should not have been welcomed back to tennis after her doping ban.
Sharapova beat Roberta Vinci upon her return from her doping ban on Wednesday.
She will be 31 in two years—time enough for a comeback.
This is an unusual way to prepare for an important match.
Anti-doping bodies must become more accountable to the athletes they serve.
The company suspended its relationship in the wake of the news.
It is the latest in a series of organizations to back away from Grand Slam winner.
Key questions about the drug the tennis star tested positive for in January.
Allegations of match-fixing have provoked an independent review of anti-corruption practices in tennis.
The multiple Grand Slam winner failed to turn up to a press conference after the defeat.