The whereabouts of Peng, a former doubles world number one, became a matter of international concern nearly three weeks ago, after she alleged that China's former Vice-Premier Zhang Gaoli had sexually assaulted her.
The IOC said in a statement that Peng held a 30-minute call with its president, Thomas Bach, on Sunday (November 21), during which she said she was safe and well at home in Beijing and wanted to have her privacy respected for now.
Global rights groups and others have called for a boycott of the Winter Olympics in Beijing in February over China's human rights record. The WTA has also threatened to pull tournaments out of China.
Speaking to Reuters on Monday (November 22), Hong Kong-based researcher for Amnesty, Alkan Akad, said the IOC were entering "dangerous waters."
"They should be extremely careful not to participate in any whitewash of possible human rights violations," he said via a video call.