Tennis Australia says Peng Shuai's safety is its "primary concern", despite police and Melbourne Park security confiscating a T-shirt and banner featuring messages in support of the Chinese tennis player.
Tennis Australia said it "does not allow clothing, banners or signs that are commercial or political" at the Australian Open.
Video footage has emerged on social media of police and security officers asking a spectator to take off a T-shirt she wore with the message "Where is Peng Shuai?" during the tournament.
A banner with the same message was also confiscated.
A police officer is shown in the video explaining the directive.
"The Australian Open does have a rule that there can't be any political slogans," the police officer said.
"That is a rule that is part of the condition of entry."
Tennis Australia defended the decision to confiscate the T-shirt and banner in a statement.
"Under our ticket conditions of entry, we don't allow clothing, banners or signs that are commercial or political," it said.
"Peng Shuai's safety is our primary concern. We continue to work with the WTA (Women's Tennis Association) and global tennis community to seek more clarity on her situation and will do everything we can to ensure her wellbeing."
Drew Pavlou, an activist and critic of the Chinese Communist Party, has set up a GoFundMe page to raise money to "go towards the printing" of the T-shirts.
It has so far raised almost $7,000.
Peng's wellbeing became a matter of concern among the international tennis community and human rights groups when she appeared to allege former Chinese vice-premier, Zhang Gaoli, had sexually assaulted her in the past.
After the social media post was made, she was absent from public view for almost three weeks.
When she did appear in public again, she said that she had never accused anyone of sexually assaulting her and that the social media post had been misunderstood.
The Women's Tennis Association said Peng's appearance did not address its concerns about her wellbeing.
Players at the Australian Open have been asked for their opinion on the Peng situation throughout the tournament.
"There hasn't been that much development in terms of contact with Peng Shuai even though from our side we will continue to make any and all efforts to make sure that she is safe, she feels comfortable," Victoria Azarenka said.
"Hopefully we will get to hear from her personally at some point. I think that's the goal, the main goal right now."