Williams and Murray, who wrapped up a second round victory in the tournament’s mixed doubles bracket, were hit with the question during a post-match press conference on Saturday.
The reporter, in a clip shared by BBC Sport, asked if the two were “in it to win it” at the tournament.
“Or is it the first target just to get past the third round where Serena and Andy came a cropper.” the reporter asked.
The question comes after the pair’s success at the Grand Slam tennis tournament over the years. Venus Williams has won five singles titles and six doubles titles at the tournament while Murray has taken home two mixed doubles titles.
“What kind of question is that,” Williams responded as she turned to Murray to laugh.
“We’re in it for a stroll. Come on.”
The tennis player later asked the reporter if they were going to “write a good article or just a halfway decent one” about the pair.
You can watch the interaction between the reporter and the tennis players below.