Chinese tennis star Peng Shuai said on Sunday that she had never accused anyone of sexually assaulting her and that a social media post she had made early last month had been misunderstood.

Peng's well-being became a matter of concern among the global tennis community and rights groups when she appeared to allege that a former Chinese vice premier, Zhang Gaoli, had sexually assaulted her in the past. After that post, she was absent from public view for nearly three weeks...