Chatting to Business of Fashion, the 37-year-old said it was a massive mission to ensure the day was everything the Duchess of Sussex wanted.
"Planning something like that takes a lot of effort," Serena confessed of the New York based event.
"I'm a perfectionist, so I'm like, 'Let's make it perfect.'"
Meghan's elaborate baby shower was held at The Mark Hotel and was attended by guests including Amal Clooney, Gayle King, Jessica Mulroney and Abigail Spencer.
This isn't the first time Serena has opened up about her good pal, who is expecting her first child any minute now.
Earlier this year, the mother-of-one told E! News that the former Suits actress will be a great mum.
"She'll be the best mom, for sure," Serena said.
WATCH: Serena William says Meghan Markle will be THE BEST mum