The Olympic stars both pulled themselves from respective competitions during Tokyo 2020, with gymnast Biles ruling herself out of a number of events at Tokyo 2020.
Meanwhile, tennis ace Osaka, 23, withdrew from several tournaments in the lead-up and sparked a conversation about athletes' mental health.
And Simone, 24, told Entertainment Tonight, "She was actually really sweet and she reached out. I was so overwhelmed, so I didn't get the chance to respond, but I had so many people reach out and she was just so sweet."
The gymnast is glad people are now talking about mental health in a more public forum, and she admitted it's been "really helpful."
She added, "(Naomi) is speaking up about mental health, and I think it is really important that athletes put their mental health first."
"Because, at the end of the day, that is what is going to determine how well we go out there and compete in whatever sport that is..."
"I think now that it is a leading topic of conversation, it is really helpful, because at the end of the day, we are athletes and it is our craft, but we are human too."
Biles - who was a gold medal favourite heading into the Games - left Tokyo with a team silver medal and a bronze on the balance beam, but she has no regrets about how everything unfolded.
She explained, "Obviously, there are still a lot of feels and emotions behind it, but as far as my Olympic experience goes, it was very unique and there is nothing like it."
"I believe everything happens for a reason, so I wouldn't take it back for the world."