Capcom Sports Club
This game by Capcom features many types of sports inclduing Tennis.
There's a character that looks like Chun-Li. Her name is Li-Li:
(ingame sprite from Slateman.net)
The Tennis game of Capcom Sports Club is probably the same Capcom used for the Dreamcast online game "Net De Tennis" or "Netto De Tennis":
(screenshot of Capcom's Dreamcast online tennis game)