Sharapova plays tennis near Tower Bridge
It was decorated with winter symbols and the symbol of Sochi, Russia's biggest health resort.
The master-class show was followed by a photo session and a press conference.
The London campaign to promote Sochi as the 2014 Olympic capital has been timed to coincide with the Wimbledon tennis tournament which opens on June 25.
The tennis star believes her message is to show other people what a great place Sochi is.