The unheralded American, a devout Christian, came from nowhere to make the Australian Open quarter-finals, and it has brought increased scrutiny of his life.
That included his political views and his seeming support of the alt-right movement in the United States.
Among his tweets was one where Sandgren appeared to back a debunked online conspiracy in 2016 which linked Hillary Clinton to a supposed child sex abuse ring at a Washington pizzeria.
He also retweeted a video from white nationalist Nicholas Fuentes.
"Some things are being said about me that are untrue and not particularly fair," he told broadcaster ESPN in an interview late Tuesday.
"People have the right to voice those opinions and to say what they think, but I think my persona and my character speak for themselves. I'm comfortable with the person that I am."
In a bid to douse the fire, he said: "I put a program on that just deletes all the tweets.
"It's not something I'm really embarrassed about, but I just felt like creating a cleaner start is not a bad call. I thought it wouldn't be a bad way to move forward."
"I don't. I don't (support them). I find some of the content interesting," he said of the controversial figures.
"But no, I don't, not at all. As a firm Christian, I don't support things like that, no. I support Christ and following him."
Sandgren, from Gallatin in Tennessee, is only the second man in the last 20 years to make the Australian Open quarter- finals on his debut.
Amazingly, the 26-year-old missed out on qualifying in the last four years to reach the main draw in Melbourne.
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