The world No. 1 was photographed by Annie Liebovitz for the spread in which she discusses her friendship with Danish tennis star Caroline Wozniacki.

Williams, 35, told Vogue of the duo's firm friendship, explaining how she was by Wozniacki's side during her high-profile split from golfer Rory McIlroy in May 2014.

"I was devastated," she said. "I had planned the bachelorette party!"

"Let's just put an end to this myth that women players cannot be friends," she later added.

The Australian Open winner went on to explain that, while Wozniacki was gaining a lot of male attraction during the pair's off-season holiday to the Bahamas, she was more than happy to take a step back.

"I am really shy. I don't talk to guys," she said.

"Friends? Yes. But a potential? No. I get nervous that I will say the wrong thing, and then I just start laughing."

The interview also features Williams speaking about her decision to return to Indian Wells this year (she was interviewed before she was forced to pull out of the tournament this week, due to injury).

Williams had boycotted the tournament since she was 19 after being subjected to scrutiny when her sister Venus pulled out of a semifinal match against her just 10 minutes before it was due to start. When she played the final, the young player was booed by the crowd, and was reportedly the subject of racial slurs.

After winning the final, Serena vowed never to return.

Williams told Vogue that reading Nelson Mandela's autobiography Long Walk to Freedom inspired her to play the tournament again.

"That's when I realised I had to go back," she said. "I always talk about forgiveness, but I needed to actually show it. It was time to move on."

This is the second time Williams has appeared on the cover of Vogue, although it is her first solo cover.

She was previously joined by swimmer Ryan Lochte and soccer player Hope Solo on the cover of the June 2012 issue, which celebrated the London Olympics.

Williams seems to be happy with the interview. The keen social media user posted a picture of herself reading the magazine to her Instagram account.