The State Department confirmed today that it is investigating the disappearance of China's top woman tennis player, Hu Na, who vanished here during the Federation Cup matches.

An anonymous caller, who identified himself as Hu's lawyer, said she was safe and would seek political asylum.

"Everything is on an official basis now," said International Tennis Federation Secretary David Gray. "The captain of the Chinese team asked us to put their consul in touch with the U.S. State Department a few days ago and it's in their hands."

Spokesmen at the State Department, who requested anonymity, said they knew only that Hu was missing, not whether she was seeking asylum. They confirmed that they are investigating her disappearance.

Hu, 19, was last seen Tuesday. She led her team Monday night to an upset victory over Japan in the first round of the 32-nation Federation Cup, the women's equivalent of the Davis Cup.

Federation officials said they believed the Chinese coach and women's team, which was eliminated in the second round by West Germany, flew back to Peking today, but they could not confirm that.

Hu's defection would not be the first by a top-flight tennis player. Martina Navratilova, who defected from Czechoslovakia in 1975, is the world's top-ranked female player. Iwona Kuczynska, Poland's top female player, defected to the United States after winning the NCAA Division II singles title last year.

"It's probably the only way she can get to play," Navratilova said, meaning that not being able to play against the best players, Hu could not reach her potential.