This follows a previous post to social media site Weibo, in which Peng says she was “forced” into a sexual relationship with the man.
The WTA says “the allegations must be investigated fully, fairly, transparently and without censorship.”
Peng is a 25-year-old former world number one doubles player who has won two Grand Slam Titles.
The allegations posted to social media were swiftly deleted from China’s internet… and the Chinese official has not responded to the claims.
The WTA Chief Executive says his organisation is “an organisation dedicated to women… committed to the principles of equality, opportunity and respect”.