The second- and third-ranked players were asked about the possibility on Sunday after NBA veteran Jason Collins recently became the first active player in any of the four major US professional sports leagues to come out.
"I don't think it would be a problem. We're very relaxed... we're very open," said Federer. "So whatever happens happens. I don't know if there are any (gay players). So far from what I've heard, no. But that could change, possibly because of the case in the NBA."
Murray added: "I would hope you would have no issues on the tour... everyone has gotten to become better at dealing with it.
"More and more players have come out and I think there has to be some players that are probably gay... I hope that in tennis it's an issue that is dealt with well when the situation arises."