STORY: Williams, 40, said in a Vogue article in early August that she was "evolving away from tennis" but has never confirmed the U.S. Open as her final event.

For tennis fans, however, the message was clear - the U.S. Open would be where the 23-times Grand Slam winner would take her final bow.

"I feel very sad. I don't want her to go," said Edith Macauley, a local Labour politician in the UK who is in New York as a fan.

"I'm hoping Serena Williams makes it past the first round and can put on a show and play some good tennis," said student Annie Nsee.