This is not the first time the newlywed, who is friends with Serena, is attending the tennis championships.
Meghan paired her wide-leg white pants with a stylish blue striped shirt also by Ralph Lauren, referring to her old style of hair by tying her tresses into a messy bun.
Though all eyes were on Kate and Meghan as they arrived at the tournament, the main event is surely Williams's historic match against Germany's Angelique Kergberg.
Sister-in-law Kate opted for a cream and black polka dot dress with ruffled detailing. Last week, she beat Julia Görges 6-2, 6-4 in the Wimbledon semifinals and now stands at one win away from her eighth championship.
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Despite this being their first solo public appearance together, the Duchess of Cambridge and the Duchess of Sussex have attended many public engagements together with other members of the Royal Family. Serena told Vanity Fair of Meghan that her personality "just shines".
Williams is battling it out with 11th-seeded Angelique Kerber.
Serena has also boasted about their friendship and recently spoke to press at Wimbledon about how they've always had each other's back.
Meghan, however, was clearly aware of protocol, and even though she took her new hat into the box, chose not to put it on during her stay.