Williams demolished Russia's Maria Sharapova 6-0, 6-1 in Saturday's women's singles final and has now won the Golden Slam in both singles and doubles, becoming the first player to do so.
"It's too much," Williams said.
"Now I have everything, literally. I have singles, doubles, actually everything there is to win in tennis. Where do I go from here?"
Williams offered up one suggestion as a joke: "Now I can go to Disneyworld."
Williams can take her second gold of the Games if she and her sister Venus retain their title in the women's doubles, where they will face Russian pair Maria Kirilenko and Nadezhda Petrova in the semifinal.
The winners will face Czech pair Lucie Hradecka and Andrea Hlavackova on Sunday.