Tennis legend Billie Jean King on Thursday said it would be acceptable for gay Olympians to protest Russia's anti-gay law during the upcoming Winter Olympics in Sochi.

King is one of three openly gay athletes who will officially represent the United States at the Sochi Games as part of a presidential delegation organized by the White House. The other two athletes are hockey player Caitlin Cahow and figure skater Brian Boitano, who came out on Thursday.

(Related: Brian Boitano comes out gay; Ups number of gay athletes in Olympic delegation.)

Gay rights activists have urged leaders to boycott the games in protest of the nation's “gay propaganda” law, which prohibits public demonstrations of support for the LGBT community.

Appearing on CNN , King told Christiane Amanpour that waving a rainbow flag might be an appropriate demonstration for gay Olympians.

“It's okay to say what you feel and think. As long as they're protected,” King said. “But if you look back at the '68 Olympics with the fist. … Maybe we should wave rainbow flags or something. I don't know. There's no reason, as long as we're not being malicious, but we can show our feelings. I think that's fine. I think it's okay. But by even being present and not boycotting sends a very positive message.”