"Serena was brought up, and still actively pravtices as a Jehovah's Witness. She is even known to go door to door every so often.
"'It is something that all Witnesses participate in,' she explains. However, the sight of Serena turning up at the front door is understandably a shock for most people.
"'I haven't dont it for a while because I travel so much.But when I do, people usually take the literature because they know who I am -- which is a good thing. There is a big misconception about Witnesses, so hopefully I'm doing my bit to change that.'"
http://ronmwangaguhunga.blogspot.com/2004/08/serena-williams-jehovahs-witness-from.html