The four Grand Slams say they want to "create meaningful improvements" in supporting players after Naomi Osaka's withdrawal from the French Open.
Osaka, 23, pulled out on Monday - a day after the Slams threatened her with expulsion for not talking to the media.
The Australian Open, French Open, Wimbledon and US Open have offered their "support and assistance" to her.
"We commend Naomi for sharing in her own words the pressures and anxieties she is feeling," they said.
"We empathise with the unique pressures tennis players may face."
The four major tournaments have faced criticism for the way they have handled the issue at Roland Garros.
Japanese world number two Osaka announced last week she did not want to do interviews to "protect her mental health".
On Sunday, Osaka won her opening match against Romania's Patricia Maria Tig in straight sets and was fined $15,000 (£10,570) for not doing post-match media.
Later that day, a joint statement from Grand Slam organisers said Osaka could face expulsion from the tournament if she continued to avoid them.
On Monday, Osaka pulled out of the French Open and, in the same statement, revealed she has been suffering with "bouts of depression" since winning her maiden major title at the 2018 US Open.
Osaka added she was going to "take some time away from the court now".
"We wish to offer Naomi Osaka our support and assistance in any way possible as she takes time away from the court," the Grand Slams said.
"She is an exceptional athlete and we look forward to her return as soon as she deems appropriate."
The tone of their statement was markedly different to the strongly worded one issued on Sunday, which threatened "more substantial fines and future Grand Slam suspensions" if she continued to avoid the media.
"While players' wellbeing has always been a priority to the Grand Slams, our intention, together with the WTA, the ATP and the ITF, is to advance mental health and wellbeing through further actions," it added.
"Together as a community we will continue to improve the player experience at our tournaments, including as it relates to media.
"Change should come through the lens of maintaining a fair playing field, regardless of ranking or status. Sport requires rules and regulations to ensure that no player has an unfair advantage over another.
"We intend to work alongside the players, the tours, the media and the broader tennis community to create meaningful improvements."