Campaigners wearing T-shirts with the question "Where is Peng Shuai?" were confronted by Wimbledon security staff.
The group of four men arrived at SW19 on Monday morning after queuing up outside but did not change into their T-shirts until inside the grounds.
They went to Wimbledon to "raise a bit of awareness" about Peng, who disappeared from public view last year.
An All England Club spokesperson confirmed "four guests were approached by security" outside Court One.
Former Wimbledon doubles champion Peng disappeared from public view last year after she accused a senior Chinese official of sexual assault in November 2021.
She later appeared on state media but observers said the appearances seemed to be staged in response to foreign pressure.
One of the campaigners, 39-year-old Will Hoyles, who works for the Free Tibet campaign, said: "We came trying to raise a bit of awareness but Wimbledon have managed to make it worse for themselves by harassing us.
"They were asking loads of questions about what we were going to do, why we were here, you know, what we'd already done etc.
"And we told them we had just been wandering around and we had spoken to a few people and that is when they seemed to get quite suspicious."
Jason Leith, 34, said their group took issue with Wimbledon organisers The All England Lawn Tennis & Croquet Club's claim it is "not political".
He said: "We are banning Russian players and Belarusian players who have spoken out against the war but then there's all these human rights abuses that the Chinese Communist Party have carried out but that's absolutely fine - so it's a double standard. It just doesn't seem to make sense.
"It's Wimbledon and she's an ex-Wimbledon champion and if there's anywhere to go and talk about this and to get that discussion brought back up again it's going to be here."
The Wimbledon organisers said: "We can confirm that four guests were approached today by security whilst walking outside Court One.
"These individuals are now enjoying their day with us and continue to be able to wear their T-shirts.
"Like much of the tennis community and people around the world more broadly, we remain very concerned for Peng Shuai and we continue to support the WTA's efforts."