"But I also have to be able to overlook criticism. I can't be everywhere, I can't do everything. I am also a father and tennis player.
"I am aware that I can make a difference, take the microphone and address certain things. But I can't do that all the time."
In January, a dozen climate activists stormed a Credit Suisse office in Lausanne, Switzerland, and started playing tennis inside, part of a protest against the bank's investments in fossil fuels.
The activists whacked tennis balls — an allusion to Federer — and urged him to break his connection with the institution.
They also held banners saying, "Credit Suisse is destroying the planet. Roger, do you support them?"
Thunberg retweeted the above post from 350.org, which suggested Credit Suisse provided US$57 billion to companies looking for new fossil fuel deposits, and asked Federer to "wake up now".
The hashtag #RogerWakeUpNow began trending on Twitter soon after.
Federer responded to the activists before the Australian Open, saying he is open to "innovative solutions" to climate change and discussing "important issues" with Credit Suisse.
"I take the impacts and threat of climate change very seriously, particularly as my family and I arrive in Australia amid devastation from the bush fire," Federer said in a statement to Reuters.
- with news.com.au