The day out with Kate will mark Meghan's first time at Wimbledon as a member of the royal family, although she has attended in previous years.
"I wasn't shocked because Harry and Meghan have friends who are high rollers".
Williams has previously said that she was delighted the duchess would be coming to watch her play.
MORE: Did Meghan Markle break Wimbledon's royal box dress code? 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.
Djokovic celebrates milestones at Wimbledon
I know, as everything in life, we are evolving. 'I didn't harm the grass. 'I feel like I'm peaking at the right moment. He has also lost all four meetings against the 20-time major victor , failing to win a set off the great Swiss star.
Meghan had been planning to see her dad again and finally introduce him to her new hubby, but - following yet another bombshell interview - the chances of it happening are slimmer than ever.
A comeback story was crowned with a happy ending at Wimbledon on Saturday - but it was the revitalised Angelique Kerber rather than Serena Williams who lifted the trophy.
She said: 'Every year for a couple years she comes out to Wimbledon, has supported me...
Meanwhile, Williams makes a triumphant comeback to the London tournament, giving birth and battling subsequent health complications just ten months ago, Fox Sports reports. Williams had quite a few twists and turns and this proved to be a tough year for the tennis star who seeded 25th in the tournament after her pregnancy hiatus.
Kensington Palace has confirmed that the pair will watch the Ladies' Singles Final together on Centre Court.