"I want to thank you in advance for respecting my choices and my private life."

Henin was due to travel to Australia on January 1 and her exact whereabouts are unknown. A news conference has been pencilled in for Friday but the time and venue also remain unclear.

Earlier, the Belgian who reached the final of all four 2006 grand slams but won only the French Open pulled out of next week's Sydney International.

"I was told the withdrawal was for personal reasons," said Sydney tournament director Craig Watson.

"Obviously we are very disappointed, Justine is our defending champion and the world number one. I believe she is quite upset and we certainly wish her the best and hope she is able to return to the courts very soon."

Henin finished the year as world number one for the second time in her career after winning the Tour Championships in Madrid in November.

Australian Open champion in 2004, Henin missed the 2005 tournament with a knee injury.

She returned last year only to retire from the final in the second set against France's Amelie Mauresmo citing sickness brought on by a reaction to medication for a shoulder problem.

World number six Nadia Petrova said Henin's withdrawal was a disappointment for the fans in Melbourne.

"It's a big loss as she used to do so well in the Australian Open," the Russian said while competing at the Hopman Cup in Perth.

"It's unfortunate the finalist cannot come back to perform but she has been struggling with some injuries and of course it's a pity to miss the first grand slam of the year."

The Australian Open starts on January 15.

(additional reporting by Darren Ennis in Brussels)