"I would have if I wanted to (change citizenships) but it's never been actually a question in my family or in my team whether I wanted to change citizenships," Sharapova told Tania Bryer, host of CNBC Meets.
Known for her steely determination, both on court and off after the successful launch of her premium candy business, Sugarpova, the world's number two female tennis player, credits her competitive edge to her Russian heritage.
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"It is about the family environment, it is about the rich culture. Just life experiences that I look back to and I know that for so many years I was shaped into the individual I was from those experiences. And not necessarily simply the country, but the people, the mentality and the toughness and that never giving up attitude," she said.
Sharapova described her experience as a torch bearer at the Sochi Winter Olympics in February last year as one of the best days in her career, as the Russian resort is where she started her tennis career.