"Tennis the Menace" features guest appearances from Andre Agassi, Pete Sampras, and sisters Venus and Serena Williams. All of them appeared as themselves. Executive producer Al Jean directed Sampras, who Jean thought delivered his lines "very naturally", while Maxtone-Graham directed the Williams sisters. Agassi recorded his lines in the summer of 2000. The Williams sisters, however, recorded their lines in Los Angeles sometime in the winter of 2000–2001. According to Maxtone-Graham, the sisters were "incredibly nice and incredibly generous with their time."