The US tennis star, 37, who is set to play in Wimbledon’s mixed doubles alongside Andy Murray on Friday, was asked if she had been asked to be Archie’s godmother, during a press conference.
Serena said: "No, I’m working on Saturday… so, she understands work."
Meghan, 37, made a surprise appearance at Wimbledon on Thursday afternoon to watch Serena win against Kaja Juvan in the second round match on court one.
When asked if she knew that the royal was in the crowd watching, Serena said: "Yes I knew she was there and it’s always exciting when she comes out to watch and support the tennis so I was happy.”
READ MORE: Details of Archie's christening revealed
The pair are believed to have struck up a friendship at the Super Bowl in 2010.
The duchess has supported her friend at Wimbledon over the years, cheering her on at the Ladies’ Single Final with sister-in-law Kate last July.
Serena also attended Meghan and Harry’s wedding and organised her baby shower in New York earlier this year.
The Duchess of Sussex looked chic in a smart-casual ensemble, wearing a pinstriped L’Agence blazer with a black T-shirt, blue jeans and her Madewell x Biltmore Panama hat.
She also donned a new necklace with the letter ‘A,’ in a nod to her son Archie.
Meghan was joined by her Northwestern university friends Lyndsay Roth and Genevieve Hillis, who are both reportedly attending the christening and are tipped to be the royal baby’s godmothers.
In a statement, Buckingham Palace said Archie’s godparents “in keeping with their wishes, will remain private.”
It’s believed that none of Harry and Meghan’s high profile friends have been chosen. The service will take place in a Private Chapel at Windsor Castle on Saturday 6 July.