"I mean, they're on the West Coast," Campbell continued. "It's a big deal!"
She joked: “Never seen it, never heard of her, don’t know her.”
Meghan's friendship with Serena goes way back to long before she joined the royal family.
Williams and her husband Alexis Ohanian attended Meghan's royal wedding in Windsor, and the tennis ace even hosted Meghan's baby shower.
Serena has spoken out in support of Meghan in the past, and at a Wimbledon tennis conference in 2019 expressed concern about the negative press surrounding her pal.
"I didn’t know there was negative media out there. Any time I see her name attached to anything, I don’t read it," she said. "She couldn’t be a better friend to me. Low moments, high moments, she’s always there, and that’s all I want to be to her."
Meghan and Prince Harry are currently living in Los Angeles after leaving their royal roles on March 31.