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Last year, after Meghan's pregnancy announced, Williams said the two friends had been \"relying on each other a lot recently.\"

Meghan watched Williams play at Wimbledon in July, including sitting courtside with her sister-in-law Duchess Kate to watch Williams play in the women's final. Williams lost that match to Simona Halep.

\"She couldn’t be a better friend to me,\" Williams said of Meghan at Wimbledon. \"Low moments, high moments, she’s always there and that’s all I want to be to her.\"

Meghan's last-minute trip to New York comes as she is preparing for her family's first official tour. Meghan, Harry and Archie will embark on a 10-day trip to South Africa on Sept. 23.

The duchess will also mark her return from maternity leave next week with the launch of the capsule fashion collection she created to benefit the Smart Works charity.

That launch will take place in London next Thursday, Sept. 12, according to Buckingham Palace.

ABC News' Joshua Hoyos contributed reporting.

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