Peng has not been seen in public since she on November 2 accused former Deputy Prime Minister Zhang Gaoli, who is now in her 70s, of forcing her to have sex.
According to a post she made on the Chinese social media platform Weibo, it must have happened in connection with her visiting his home to play tennis.
"That afternoon I did not give my consent and I could not stop crying," she wrote, according to SBS.
Peng's disappearance has led to great concern in the tennis world, where the head of the women's tennis body WTA, Steve Simon, recently threatened to no longer organize any tournaments in China.
The UN has also demanded proof that the former world setter is feeling well.
Javascript is disabled
Javascript must be turned on to play video
Read more about browser support
The browser is not supported
SVT does not support playback in your browser.
We therefore recommend that you switch to a different browser.
Read more about browser support
From allegations of sexual assault to disappearances and images released by state-run newspapers - this has happened in the case of tennis star Peng Shui.
Photo: Reuters / @ Huxijin_gt via Twitter