It is thought Meghan flew solo, leaving baby Archie, who was born in May, in the care of Harry.
Reports say the Duchess is a keen Williams supporter and has been staying up late at night to watch her play in the semi-final. The game finished at 1am, UK time, and seven hours later Meghan boarded her flight to New York. It is thought she departed from Heathrow.
However, The New York Post claims the trip is damage control over the private jet backlash and the controversy that arose when she banned people from taking photos of her at Wimbledon earlier in the year.
"She's coming after the scandal over people taking photos of her at Wimbledon this summer and will come with at least two police protection officers," the source said, "but they won't be able to stop gawkers from taking photos".
The Post also claims William's team isn't exactly thrilled the Meghan will be at the final, worrying that her presence will distract from the game.
"Serena asked her coach about Meghan coming when she won last night and everyone is worried," the source said. "Tennis players are very superstitious, and Serena lost when Meghan came to watch her at Wimbledon."