Although there are nine years and 21 grand slam titles between them, the American tennis star's friendship with Caroline Wozniacki
is the real deal.
Their head-to-head record might be a little one-sided -- Williams has a 10-1 record against the Dane -- but off the court they are genuinely close.
"Caroline is really honest, she's really real," Williams told CNN's Open Court.
"She's one of my true friends that will tell me the truth no matter what because she doesn't have anything to gain or to lose, and that's what I love about her."
Friendships between individual athletes at the very top of professional sport can be rare -- especially when millions of dollars of prize money is at stake.
But Williams is taking a completely different tack to other former champions.
Steffi Graf, the 22-time grand slam winner, was a rather private person, while Maria Sharapova is known to keep herself to herself
while on tour.
Yet Williams is grateful to have Wozniacki alongside her as she negotiates life on tour, where players spend days and months away from friends and family.
"She's really sweet, she's really, really loving -- but most of all she is kind and she is giving," Williams added.
"I'm a little older than Caroline, but mentally she's older than me so it really works out great."
The friendship between the two women has been well documented -- notably on Instagram.
The dominant force in women's tennis, the 34-year-old Williams enjoyed one of the most impressive seasons of her illustrious career in 2015.
She won three of the four grand slams and is the oldest woman to have held the world No.1 ranking.
Wozniacki, whose only win against Williams came in Miami three years ago, has yet to sample the taste of grand slam success.
Now ranked 17, the former world No.1 is rebuilding her career after reaching the summit at the age of just 20.
The past year has been difficult for Wozniacki, with her form affected by a spate of injuries.
It was particularly disappointing given her success in reaching the 2014 U.S. Open final -- her first at a grand slam since 2009 -- where she was beaten in straight sets by Williams.
But the two have grown closer since, particularly after Wozniacki's breakup with golf star Rory McIlroy in May that year -- which came after the wedding invitations had been sent out.
"She's always been there for me -- even when I was going through tough times
," Wozniacki told CNN.
"She was the first one there but she's also been there for some of the greatest and most fun times."
Williams was one of the first people on the phone after the news broke, and they have cemented their friendship since -- whether it be on the dance floor or at a basketball game.
"She sings great karaoke," says Wozniacki. "She's a great cook. She says she doesn't like sweets, but she also steals my sweets when I have them lying around."