Peng has reportedly been missing since making sexual assault allegations against a former top Chinese government official.
She posted on Chinese social media site Weibo allegations against Zhang Gaoli – the ex-vice premier and member of the Chinese Communist Party's Politburo Standing Committee – claiming he had forced her to have sexual relations with him.
Chinese state media sent a statement to Simon with an email supposedly written by Peng stating the allegations of sexual assault were not true and that she is "resting at home."
The WTA boss on Thursday (AEDT) reacted by saying he has "a hard time believing" Peng wrote the email and he is even more worried about the 35 year-old.
"The statement released today by Chinese state media concerning Peng Shuai only raises my concerns as to her safety and whereabouts," he said in a statement.
"I have a hard time believing that Peng Shuai actually wrote the email we received or believes what is being attributed to her. Peng Shuai displayed incredible courage in describing an allegation of sexual assault against a former top official in the Chinese government.
"The WTA and the rest of the world need independent and verifiable proof that she is safe. I have repeatedly tried to reach her via numerous forms of communication, to no avail.
"Peng Shuai must be allowed to speak freely, without coercion or intimidation from any source. Her allegation of sexual assault must be respected, investigated with full transparency and without censorship.
"The voices of women need to be heard and respected, not censored nor dictated to."
The WTA called for a full investigation into the matter last week.
Peng's social media post, along with all of her other content, has been removed from Weibo.
A spokesperson for the ministry of foreign affairs informed reporters he was not aware of the situation.
"I have not heard of the issue you raised," the spokesperson said via a widely released statement. "This is not a diplomatic question."