Venus Williams says her sister Serena Williams gave her the best advice she has ever received in her illustrious career.

The pair have won 30 Grand Slams between them and have met a total of 28 times, with Serena boasting the superior head-to-head record of 17-11.

Venus, now 37, recalls the 1999 US Open, when they were both teenagers and had reached the semifinals, when her younger sister taught her an important lesson about playing at the top level.

“Serena and I were both in the semifinals in the US Open. We were kids,” she explained at a Q&A session in New York City, reported by CNBC.

“I asked her, ‘So, Serena, are you nervous about tomorrow? And she’s like, ‘No, I’m not nervous because we have to show up. And since we have to show up, why not compete?’

“And that was the best advice I ever got in my life. Sadly I didn’t listen to it at the time. That was one of my biggest failures, and it was my biggest lesson.

“My whole career changed after that… You have to show up so why not compete? It’s definitely the best advice, and it just never gets old.”

Venus also opened up on the nature of her relationship with the sister, singling out one incident at Serena’s recent wedding which threatened to derail the occasion.

“We love each other and we’re extremely protective of each other. That night I ran over to protect her too. I was like a mad dog. It just goes like that. We just love each other. We have the best time together.”