The United Nations has said that it wants proof of the whereabouts of Peng Shuai, while the head of the Women's Tennis Association is prepared to cut lucrative business ties with China if the star remains unaccounted for and her sexual assault allegations against the country's former vice-premier are not investigated.

The UN human rights office called for a fully transparent probe into Shuai's claims against Zhang Gaoli.

"It would be important to have proof of her whereabouts and well-being and we would urge that there be an investigation with full transparency into her allegations of sexual assault," Liz Throssell, a spokeswoman for UN rights chief Michelle Bachelet's office, told reporters in Geneva.

"According to available information, Peng, a former world doubles number one, hasn't been heard from publicly since she alleged on social media that she had been sexually assaulted.

"We would stress that it's important to know where she is and her state, know about her well-being.

"We think it would be important that there's an investigation into her allegations."

Peng, a former Wimbledon and French Open doubles champion, alleged on Chinese social media earlier this month that Zhang had "forced" her into sex and they had an on-off relationship.

The claims, which brought the #MeToo movement into the highest echelons of China's ruling Communist Party for the first time, were quickly scrubbed from the Weibo platform and the 35-year-old has not been seen since.

WTA boss Steve Simon has introduced the prospect of severing ties with the country if concerns aren't allayed, with his comments coming after icon Serena Williams called for an investigation into Peng's location.

Simon told CNN that the WTA is willing to lose hundreds of millions of dollars worth of Chinese business in one of the organisation's biggest markets to ensure Peng's safety.

"We are at a crossroads with our relationship with China and operating our business over there," Simon said.

"We're definitely willing to pull our business and deal with all the complications that come with it because this is bigger than the business."

He added: "Women need to be respected and not censored."

The WTA has also called for proof that she is safe as pressure mounts on Chinese authorities to clarify Peng's status and safety.

Beijing has repeatedly refused to comment on her fate or the case.

But the editor of the state-run Global Times, Hu Xijin, has tweeted that he didn't believe that "Peng Shuai has received retaliation and repression speculated by foreign media for the thing people talked about".

Earlier this week, state-run CGTN published a screenshot on Twitter of what it said was an email written by Peng to Simon and other WTA officials.

In the email, Peng claims that her earlier accusations are "not true" and says she is "resting at home and everything is fine".

But doubts were quickly flagged about the awkward language used in the purported email from Peng, which had a cursor visible in the screenshot posted by CGTN.

Simon said that he was struggling to believe the email was authentic.

"Whether she was coerced into writing it, someone wrote it for her, we don't know," Simon told CNN.

"But at this point, I don't think there's any validity in it and we won't be comfortable until we have a chance to speak with her."

Beijing has in the past faced allegations of using forced confessions on state media, with British regulators revoking CGTN's licence for failing to comply with fairness and privacy rules.