Williams said she was thrilled that Meghan, the Duchess of Sussex, had watched her game on court one.
"Yes, I knew she was there. It's always exciting when she comes out to watch and support the tennis. So I was happy," she said.
Indeed, Meghan did add a touch of relaxed glamour to court one at Wimbledon as she watched Williams.
The new mother enjoyed the tennis with some friends from her university days.
Wearing a white jacket with thin pinstripes, sunglasses and a white hat with a black band, Meghan watched on with interest.
Williams and Meghan are close, with the tennis champion throwing Meghan a lavish celebrity baby shower in New York.
Meghan, who had her hair tied in a bun under her hat, laughed and chatted with her friends between games.
Williams lost the first set but won the final two sets to progress to the next round. after having an injury interrupted lead up to Wimbledon.
There has been some concern that Meghan and Harry will not allow the public to see guests arrive to the christening, in the way that Prince William and Kate did with their three children.
Harry and Meghan have been determined to keep Archie out of the spotlight only providing one photo opportunity and one Instagram post for Father's Day where his face was obscured.