By Mick Krever, CNN

Billie Jean King told CNN’s Christiane Amanpour in an exclusive interview on Thursday that rather than boycott the Winter Olympics in Russia over gay issues, perhaps athletes and representatives should engage in civil disobedience.

“Maybe we should wave rainbow flags or something, I don’t know,” she said, drawing an analogy to the Black Power salute – a raised fist – given by two American athletes at the 1968 Mexico City Olympics.

“As long as we’re not being malicious,” she said, “we can show our feelings.”

President Obama named the former tennis champion, who is gay, to the American delegation at the Olympics earlier this week.

“I'm very proud to go as an athlete, and as a gay woman,” she said. “I'm thrilled.”

Russia’s hosting of the Olympics has been surrounded by controversy in large measure because of a law enacted earlier this year banning gay “propaganda,” which has contributed to many gay Russians fleeing the country.

“I'm not real big on boycotting,” King told Amanpour. “It has to be absolutely a last resort.”

“I think it's more important to go and be there, and be involved, and be committed to trying to help change – and trying to let people also know if you're gay that you're not alone.”

President Obama himself will not attend the Games; it is the first time in more than a decade that the President, Vice President, First Lady or former president hasn’t attended an Olympic opening or closing ceremony.

King said if the anti-gay law was the reason for the President’s non-attendance he should “go ahead and say it,” but added – with tongue in cheek – that he was “sending a ‘King’ instead of a president.”

Russian President Vladimir Putin, in a press conference Thursday, knocked down criticism over the law as “Western values.”

“What is important is to defend our society from…values which are received in a difficult way by our citizens,” President Putin said.

“When he says that, I feel like, ‘What are you, in the 18th century, 19th century or what?,” King said. “I think our values are excellent…They're creating laws that are just very intolerant to others.”

CORRECTION: A previous version of this post said that it was the first time in more than a decade that an American president has not attended the Olympic Games. In fact, it is the first time in more than a decade the President, Vice President, First Lady or former president hasn’t attended an Olympic opening or closing ceremony.