The former Meghan Markle sat courtside in the tennis legend's box at Arthur Ashe Stadium in New York along with Williams' husband and Reddit co-founder Alexis Ohanian, Vogue editor Anna Wintour and some of Williams' relatives.
Williams lost her match 6-3, 7-5 against Bianca Andreescu, the first Canadian to win a grand slam singles title. This was Williams' fourth grand slam finals loss.
This isn't the first time Meghan has seen the tennis star and dear friend play. Meghan, along with Catherine, Duchess of Cambridge, watched Williams compete in the 2018 and 2019 Wimbledon ladies' singles final in London.
Meghan and Williams have been close friends for years after meeting at a charity event. Williams attended the former "Suits" actress' wedding to Prince Harry last year. Williams co-hosted a baby shower for the duchess before the royal birth of Archie Harrison Mountbatten-Windsor.
Meghan's appearance in New York is a quick trip before she, Prince Harry, and Archie leave for their trip to Africa between September 23 and October 2.