Russian world number 12 Daria Kasatkina criticized her country's attitude toward homosexuality in a video published on Monday as she announced she was a lesbian.
The 25-year-old's comments come after Russian deputies proposed on Monday a new law which would ban information on all non-traditional sexual relationships in the public sphere.
Broadcasting homosexual "propaganda" to youngsters has been banned in the country since 2013.
"There are many subjects that are even more important than it that are banned, so it's no surprise," she told Vitya Kravchenko's YouTube channel.
"Living in the closet as they say is pointless.
"Until you choose to come out. Of course it's up to you how to do it and how much to tell.
"Living in peace with yourself is the only thing that matters," she added.
Earlier this month, Russian footballer Nadia Karpova also spoke publicly about her sexuality.
"My respect. I was happy for her, but also other people, especially girls needed to know that," Kasatkina said.
"It is important for young people who have a hard time with society and need support.
"I believe it's important that influential people from sports, and any other sphere speak about it. It really helps," she added.
Hours after the video was published, Kasatkina shared a photo of herself hugging another woman on her Instagram page with a purple heart emoji.
Moscow formally decriminalised homosexuality in 1993.