She may travel upwards of 25 weeks of the year, but Maria Sharapova makes the most of it from a cultural-immersion standpoint.

Italy remains a favorite destination, for the food and so much more, she shares on a new episode of CN Traveler's Women Who Travel podcast. She also likes to go off the so-called beaten path, even getting adventurous with "discreet" eateries that are little-known, perhaps even those that look a bit suspect. (Read: Though still recommended by friends.)

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As for her hopes for each trip she goes on: "I want to be doing nothing," quickly followed by "I want to be by water. ... I'm always around water. ... Usually I do a lot of research and have a lot of, as we all do, notes in my phone."

"Training while on vacation is impossible," she also says, noting that having the chutzpah to work out while everyone else in a particular city appears to be on holiday has not been something easy to summon.

Her overall mantra for travel: "I try to choose a part of the city that I haven't been to before, and get lost in it."

After an early exit from the US Open, Sharapova might have had a bit more time for travel than she would prefer, but expect to see her on tour during the Asian hard-court swing and, when she can, relishing the local offerings.