Williams and Roger Federer were among the millions of fans lamenting the pop star's death on Thursday.
"Words can't express my shock and horror," Williams said on Friday after beating Roberta Vinci to reach Wimbledon's fourth round. "He was just a complete icon."
Williams said she met Jackson a couple of times, and became as giddy as any other fan.
"I was honored to meet him," she said. "I think any celebrity who met Michael Jackson was completely awed. I know I was. I kept thinking, 'Oh, my God, oh my God. It's him, it's him.' So for me he was the celebrity of all celebrities."
Federer recalled going to a stadium in Basel, Switzerland, as a kid in the late 1980s with his sister, and just standing outside to hear Jackson playing inside.
"There was such excitement that he would come," Federer said. "Obviously I love his music. ... A very sad moment, I think, in the music world. He touched many people. Same for me. But I'll obviously still listen to his music for many more years to come."
Williams wasn't able to name her favorite Jackson song, but lauded his innovation, calling him "the greatest entertainer for me of all time."
"He did things that no one else did," she said. "Like Thriller is the best video ever made still to this day. The videos that he did for his songs, no one had ever even went that far. And he started a whole new trend with that. Dances, singing, beats, you know, everything."
Williams said she is "always online" and followed the news of Jackson's death on her computer.
"I think Michael Jackson, everyone listens to his music," she said. "It's like you think of the Beatles, you think of Elvis Presley , you think of Michael Jackson. Those are just lifetime icons that I've never forgotten. The things that he did was beyond iconic."
WORD GAMES: Andy Murray apparently views every opponent as a tasty snack.
Murray spent Thursday evening trying to come up with variations of player names to make them sound like food items, and then posted his best suggestions on Twitter.
"Tennis player-snack name game going on," Murray wrote. "Lleyton chewit, james flake, boris doubledecker, dorito starace. Get thinking ..."
He then updated his feed shortly later, with even more names.
Among them: John MacEnrolo, Juan Martin del Popcorn, Mardy Fishcakes, Prawn Borg and Martina Haggis.
Murray is trying to become the first Briton since Fred Perry in 1936 to win Wimbledon.