The whereabouts of Peng, a former doubles world number one, became a matter of international concern for nearly three weeks after she posted a message on social media alleging that China's former Vice-Premier Zhang Gaoli had sexually assaulted her.
She re-appeared over the weekend in Beijing and held a video call with International Olympic Committee, or IOC president Thomas Bach on Sunday but the Women's Tennis Association, or WTA, has said that this did not address or alleviate concerns about her wellbeing.
Amnesty International's China researcher Alkan Akad also said the video call did little to ease fears over Peng's wellbeing and that the IOC was entering "dangerous waters".
"This is not a diplomatic matter," Chinese foreign ministry spokesman Zhao Lijian told a regular press briefing on Tuesday.
"I believe everyone will have seen she has recently attended some public activities and also held a video call with IOC President Bach. I hope certain people will cease malicious hyping, let alone politicisation."