Ukraine's Lesia Tsurenko withdrew from her match with Belarusian Aryna Sabalenka at Indian Wells due to what she said was a panic attack triggered by a chat with WTA Chief Executive Steve Simon about tennis's response to Russia's invasion.
Belarus has been a staging ground for what Moscow calls a "special military operation".
Women's world number one Iga Swiatek has called for more support for Ukrainian players as they compete during the ongoing crisis.
"I definitely do feel sorry for all the Ukrainian players and what they go through," Russian Medvedev said after reaching the semi-finals at Indian Wells.
"For sure, the situation with Tsurenko, I don't know in detail. It's more for her and for maybe a little bit Sabalenka to answer, because I actually didn't know about this till the next day," added the 2021 US Open champion.
Western military officials estimate casualties on both sides at more than 100,000 killed or wounded since Russia's invasion. Tens of thousands of civilians are also feared to have died, while millions have fled the threat of fighting.
The ATP said in a statement last year that they "strongly condemn Russia's reprehensible invasion of Ukraine".
"Of course we have a responsibility (to talk about the issue) and it depends how every person, individual, will do with it," world number six Medvedev said.
"I've always said the same, I'm for peace all over the world and that's all I can say."
