Venus and Serena Williams refused to become entangled in the fall-out from Andre Agassi's shock drugs confession on Wednesday.

Agassi, one of just six men to have won all four Grand Slam titles and widely-regarded as one of the sport's finest players, stunned tennis by revealing he'd taken the highly-addictive drug crystal methamphetamine in 1997.

The American, now 39, also admitted that he lied to the governing body of the ATP to escape a ban.

"I'm sure his book will sell," said Venus, who along with her sister, is playing at the season-ending WTA Championships here. "But I can't say anything about Andre Agassi's life."

Serena, who defeated her sister in round-robin play in the $4.55-million event on Wednesday, insisted she had never heard of the drug.

"I don't know what crystal meth is, that's my reaction," said the newly-crowned year-end world number one.

"I haven't read anything about his book."