Peng Shuai, a Chinese tennis star, denied accusing anybody of sexual assault, blaming worldwide concern for her safety on misconceptions.

No one has ever accused me of sexual assault. In a six-minute video interview published online Sunday by Singapore’s Lianhe Zaobao, a Chinese-language daily managed by the state-controlled Singapore Press Holdings Ltd.

“There’s been a lot of miscommunication,” Peng Shuai added in the interview, referring to “my personal privacy.”

“There should be no misunderstandings,” she stated.

In a Nov. 2 post on her verified social media account, Peng Shuai recounted an on-and-off relationship with former Chinese Vice Premier Zhang Gaoli that was sometimes consensual and sometimes coercive. The post said Mr. Zhang forced Ms. Peng to have sex with him, but did not use the Chinese term for sexual assault.

After roughly 20 minutes, the post vanished. Peng Shuai social media accounts are still up, but commenting is banned and searches are blocked.

Peng Shuai made her first public appearance since she vanished in early November, according to Chinese official media. Peng has sparked global outrage when a retired Chinese official was accused of sexual abuse.

The Women’s Tennis Association told Agence-France Presse that Ms. Peng’s interview did not allay fears.

“We remain committed in our appeal for a complete, fair and transparent inquiry, without censorship,” the group said, via AFP.

The Weibo post threw Ms. Peng into the media spotlight. On Nov. 14, the WTA chairman, Steve Simon, claimed the organisation had not been able to reach Ms. Peng despite numerous attempts and called for an inquiry.

Miss Peng claimed she sent Mr. Simon an email in Chinese, according to the Sunday interview. “Everything is good,” she said, referring to an English-language version carried by China’s state-run broadcaster CGTN on Nov. 17.

“There is no change in meaning or information,” she stated of the two versions.

The event raised global concerns about Ms. Peng’s health and safety. He believes international pressure might assist explain and safeguard Mme Peng. Earlier last month, the WTA said it will no longer hold events in China. Human rights groups urged for a boycott of the next Winter Olympics in Beijing, citing China’s human rights record and Ms. Peng’s lack of freedom.

The Chinese Foreign Ministry has denied Ms. Peng’s claims. Official daily transcripts released by the ministry omit questions and answers concerning Ms. Peng. Surveillance of the internet in China has been subdued.

In a seven-second video shared on Twitter—which is restricted in China—Ms. Peng is seen alongside retired Chinese basketball great Yao Ming, who is now chairman of the Chinese Basketball Association.

Ms. Chen said she got the footage from a friend that it was filmed on Sunday morning during the Cross-Country Skiing China City Tour in Shanghai, when Singapore’s Lianhe Zaobao interviewed Ms. Peng.

The tennis star told a reporter from Lianhe Zaobao that she had been living freely.

“Why am I being watched? She was always quite free.

When asked about the two video calls the IOC stated they had with her in late November and early December, Ms. Peng verified the first one occurred at her house and thanked IOC President Thomas Bach and IOC Athletes Commission head Emma Terho for conducting it.

The first contact came hours after Ms. Peng was spotted visiting Beijing’s National Tennis Center and eating at a restaurant.

The IOC noted at the time that Ms. Peng was safe at home in Beijing and had requested privacy, without addressing the sexual assault claims.

One of the persons who had previously shared images of the lunch with Ms. Peng, Ding Li, released a series of photos of the tennis star with several people on Sunday, including Mr. Yao. A request for comment from Mr. Ding went unanswered. A request for response from Mr. Yao’s charity went unanswered.

An email from Peng Shuai, dated Nov. 22, addressed to a Mr. Simon, was also uploaded on the account on Nov. 26. In the email, she asked that her personal details not be made public.

“If you want me to go abroad and watch a tournament, it would be normal,” Ms. Peng remarked in her interview. But you can’t tell me to travel overseas to prove it. “What am I doing travelling abroad?”