A number of major names, including golfer Rory McIlroy, have pulled out of the Games because of health fears over Zika.
The World Health Organisation last week said there is a "very low risk" of further spread of the virus as result of the sporting event held in Brazil.
"Obviously it does (worry me). The U.S. (team) has talked to all the athletes, they have been going through a lot of protocol to make sure everyone is okay and comfortable and if not there is no pressure to go," Williams, who will be competing for the United States at the Games, told Reuters in London.
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"We are all looking forward to it and we are all worried about it but the athletes that are going are definitely taking the right precautions."
Williams was speaking at a party ahead of Wimbledon, where she swapped her racket for a microphone to sing some karaoke.
Williams will be looking to claim her seventh title at Wimbledon, which she said was her favourite tournament.
"I like the tradition. I really do. I like that it is so traditional," she said.
The 21-times grand slam singles champion is seeded number one for Wimbledon, which starts on Monday.
(Reporting By Jack Tarrant)
