Embarrassing' locker room moment with Serena Williams revealed by ex-American pro; Madison Keys also shares incident that left her 'screaming'

Madison Keys and Jennifer Brady recently shared their embarrassing locker room experiences. Keys' involved a bug, while Brady's involved Serena Williams.

Keys joined The Players' Box podcast alongside fellow Americans Jessica Pegula, Desirae Krawczyk and Brady. To stir up some fun, Keys asked Brady about her “most embarrassing” locker room moment. The latter recounted a story involving Serena Williams and how she wished she could escape the situation with boxes of laundry.

"I would say at the French Open, I was in the locker room, and you guys know how the space is very small," Brady said. "I was in one of the corners. I was actually next to Serena, and I was cleaning out my locker.

"I had four boxes of laundry, literally two bras and like one pair of shorts in one box, and then it's like four shirts. I'm like, 'Just put it all in one box.' And they give you so many boxes. And I'm in the middle of doing that. And Serena comes in, and I just froze up and I was like, 'I'm in her way. I have to move."'

Brady added that as Serena was arranging the scattered bags, she just wanted to disappear from the scene.

"I just literally go stand on the bench, walk over like jump over the bags, and just leave. I never even finished cleaning out my locker. I just had this urge to leave her in her space. Like, I was like so intimidated."

When it was Keys' turn, she revealed that she once screamed at the top of her lungs on seeing a cockroach, leaving the security guard petrified as he thought something serious had happened.

"It was a night match," Keys said. "I was like the last person to leave and was packing up my stuff and I saw like a cockroach go running, and I jumped up on top of one of the benches and started just screaming bloody murder.

"It truly sounded like I was being attacked. And the poor security man outside came running in because I was the only person left, and he's like, 'Are you okay?' And I was like, 'Yeah, it was a bug. Sorry.' And he was like, 'Oh, okay. That's it.' And I was like, 'Yeah, sorry.' (35:26)

While Brady remains inactive from tennis, Keys made it to the WTA Finals. She withdrew from the tournament ahead of her final group match against Elena Rybakina. Ekaterina Alexandrova will play in her place.

Keys began the season strongly, winning her first Grand Slam title at the 2025 Australian Open. She became the first player since Serena Williams in 2005 to defeat the two top-ranked players in Melbourne.

Madison Keys once referred to Serena Williams while revealing her future tennis plans

Keys at the 2025 French Open - Previews - Source: Getty

Madison Keys’ Grand Slam title came later than usual, as she became the third-oldest player to win her maiden Major. In an interview before the WTA Finals, she reflected on her season and expressed pride in having one of the most successful years of her career. She also added that she feels she still has more to achieve, drawing inspiration from Serena Williams and Novak Djokovic.

"Am I fully satisfied? I don’t know if any of us ever will be, which is interesting because you hear people like Serena [Williams] or Novak [Djokovic] speak, and they always wanted more. ou look at their careers and think, you did everything. How could you possibly want more? So I think it’s just ingrained in all of us to really not be fully satisfied.”

Keys last competed at the WTA Finals in 2016, making her the player with the biggest gap between two year-end Championships appearances.