The sisters are in Nigeria to support a women's rights organization called Breaking the Mould.
They will give a lecture, attend a fundraising dinner and perform an exhibition match against each other while in the West African nation.
Students on Wednesday said they were delighted to have a chance to play tennis with Venus and Serena.
"I enjoyed today," Modina Onoha, a student, said. "I got to rally with Serena. It was nice. The crowd was cheering and, so far, so good. I can't wait to get the certificates and go home and show my parents and everything."
Serena is the reigning Wimbledon, U.S. Open and Olympic champion.
"I'm excited to see them play on TV, and now I'm excited to see them live," Ajibayo Akinkungbe, a student, said.
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