The Chinese star certainly earned the courtesy. She saved a match point before prevailing against Lucie Safarova, all while playing at the hottest time of the day.
The temperature topped 40C (104F) for the fourth consecutive day in Melbourne, the longest heat wave in the city for more than a century.
Players draped themselves with ice packs during changeovers and those in the women's singles were given a 10-minute break before playing a third set, but tournament officials did not enact the "Extreme Heat Policy," which would have suspended matches on the outer courts and closed the roofs on the two show courts.
The heat policy was put into effect on Thursday when the temperature topped 42C (108F) in the early afternoon, suspending matches on the outer courts for about four hours.
The high again topped 42C (108F) on Friday and, again, doctors were a frequent sight on the courts.
China's Zheng Jie received medical treatment after becoming dizzy and struggling with her breathing during the second set of her third-round loss to Casey Dellacqua.
"I feel so hot, my (mind) is not working," she said. "I just watch the ball and just hit it. I don't know where I hit it."
A doctor checked her blood pressure as she was lying across chairs beside the court with ice bags around her neck. She got up and broke Dellacqua's serve in the next game, but lost the match.
Poland's Jerzy Janowicz, the 20th seed, looked completely drained during his third-round loss to Germany's Florian Mayer and said later, holding back tears, that his only chance would have been to play at night.
"Whatever he would do today and whatever I would do today doesn't matter," he said. "I had no power to stay on the court. I felt like I'm going to collapse soon."
Top-seeded Serena Williams had an easier time during her 80-minute win over Daniela Hantuchova, but she, too, sought any shade she could between points and later withdrew from the doubles competition with sister Venus before they were scheduled to play their first-round match.
The official reason was an injury to Venus' leg, but Serena admitted she didn't relish the idea of playing another match in the heat.
"I guess it's a relief, but like I say, we love to play doubles," she said.
Although players have blacked out, staggered, hallucinated and vomited on court this week, tournament officials have defended their decision to only halt play once during the four-day heat wave.
Speaking to BBC radio, tournament doctor Tim Wood said that while it may not be "terribly comfortable" to play in these conditions, it's safe from a medical perspective.
"We know that man is well-adapted to exercising in the heat. If you take us back a few thousand years, we evolved on the high plains of Africa chasing antelope for eight hours under these conditions," he was quoted as saying.
Players aren't totally convinced. As if to underscore the increasingly vocal concerns of players, Novak Djokovic tweeted a photo of what appeared to be an egg frying on an outer practice court at the Australian Open.
Above the photo, he wrote: "That's how hot it was. Thank you everybody for being so persistent and passionate about our sport."
At least the heat should be subsiding. The temperature dropped considerably to 32 (90F) during the event matches and lowered again to 23 C (73 F) when rain interrupted the night matches. Saturday's forecast is for a maximum of 23C (73 F).