The new parents left their newly christened son at home at Frogmore Cottage to attend the star studded event, which marked the Duchess' first premiere as a royal.
Beyoncé was also heard telling Meghan that she and Jay-Z "love you guys", before Meghan inquired about the couple's two-year-old twins Rumi and Sir.
"They are not here, they don't come on every trip. We left them at home. They would have loved to have been here," the I Was Here hitmaker replied.
After Buckingham Palace confirmed the Duke and Duchess of Sussex would attend the glittering evening, royal expert Justin Sylvester warned Meghan could face backlash for her interactions with Beyoncé, particularly if she poses for a photo with the global icon.
Speaking to E! News, Mr Sylvester said: "I just think she's doomed, like she's damned if she does and she's damned if she doesn't.
"If she takes a photo with Beyoncé everyone's going to say, she's so Hollywood, this is not what royals do. If she doesn't take the photo with Beyoncé, everyone is going to say she snubbed her, she's too good for her."