It was so sweltering at the US that the heat rule was in effect, permitting players to take 10-minutes breaks to try to cool off and drink water after their second sets.
"Usually when I put my clothes on, I put it the right way", she said to laughs from members of the press.
Cornet took advantage of the rule during her match with Sweden's Johanna Larsson and opted to change her outfit off court.
The chair umpire, Christian Rask, then gave her a code violation. There is no such rule for male players.
Players at the Grand Slam tournament in NY have battled sweltering heat this week, as temperatures have soared into the 90s and intense humidity has made it feel like 100 degrees or more.
Many prominent figures in the tennis world subsequently expressed their outrage on Twitter. "Unsportsmanlike conduct.... But the men can change shirts on court", she questioned.
Alize Cornet was issuued a code violation for changing her shirt on court during the U.S. Open.
Alize Cornet with her shirt on back to front. She quickly changed it on court.
Casey Dellacqua, a former Australian tennis player, replied to Murray's tweet, writing: "Ridiculous".
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American tennis player, Bethanie MattekSands, also added in the comments section: 'that's weak!'
The 2018 US Open is into its third day and it's already dealing with quite the controversy.
Cornet lost the match to world No.81 Larsson 4-6 6-3 6-2, but returns to action in the doubles with her next match Wednesday (Thursday NZ time).
Meanwhile, several male players were forced to retire early from their matches this week due to the scorching heat.
Many people, including some of Cornet's fellow players, blasted the decision at the Grand Slam tournament in NY as sexist, given that male players regularly change shirts on the court.
Cornet's code violation came during a scorcher in Flushing Meadows, Queens, on Tuesday.
The US Open clarified their position on the "change of attire policy" on Wednesday morning, but it hasn't done much to change the minds of fans calling the code violation sexist.
Drawing one of the largest crowds to a media conference at the tournament this year, she was quick to downplay what had happened to her, saying the umpire was probably just overwhelmed and crediting the US Open for apologizing. Luckily, she was only given a warning with no other penalty involved.