Meghan hugged the player’s husband, Reddit founder Alexis Ohanian, as they arrived to watch Williams take on the 19-year-old Canadian in the women’s singles at Flushing Meadows.
A victory for Williams would have been her first Grand Slam since giving birth to daughter Alexis in September 2017.
But despite launching a comeback from a set and 5-1 down, and facing championship point to make it 5-5, Williams lost 6-3 7-5 as Andreescu became the first grand slam winner born in this millennium.
Meghan looked relaxed in a denim dress with a grey jacket over her shoulders and sunglasses hooked into her neckline.
She was seen chatting to Williams’s coach Patrick Mouratoglou.
Vogue editor-in-chief Anna Wintour was also sitting close by.
Meghan has left baby son Archie in the care of husband Harry for her transatlantic trip – thought to be the first time she has returned to New York since her baby shower was held in Manhattan earlier this year.
Williams is believed to have co-hosted the event at Manhattan’s Mark Hotel, with a host of A-listers attending the celebration including lawyer Amal Clooney, wife of Hollywood actor George Clooney.
Meghan, who reportedly flew by commercial plane for her latest trip to New York, also watched from the royal box at Wimbledon when Williams played in the final there this year – though the American lost in straight sets.
The pair became friends after meeting at an American football Super Bowl party in 2010.