It’s been nearly two decades since Venus Williams captured her first Wimbledon title at age 20 in 2000. Since that first big win, the tennis star has collected six more Grand Slam singles titles and raked in a total of $40.5 million in prize money. But just because she earns millions doesn’t mean she blows through cash.

Williams has played it safe with her money from day one: Her first major paycheck, the £430,000 she collected for winning Wimbledon in 2000, went straight into the bank. "I really didn’t spend any of it,” she tells CNBC Make It.

Still, she admits to treating herself from time to time: "I love jewelry and so that's definitely my guilty pleasure. I go splurge on that occasionally."