From her 2017 SI Swimsuit shoot, about 10 seconds in.
http://www.si.com/swimsuit/model/serena-williams/2017/videos/uncovered
"I've actually never worn a thong bikini ... A thong is perfect, it really made me feel comfortable. I'm officially a thong girl now."
http://www.si.com/swimsuit/model/serena-williams/2017/videos/uncovered
"I've actually never worn a thong bikini ... A thong is perfect, it really made me feel comfortable. I'm officially a thong girl now."