Asked whether the pals regularly give each other advice, the tennis star, 36, replied, “We were actually just texting each other this morning.”

“We have known each other for a long time, but we really are relying on each other a lot recently,” she continued.

Williams also discussed how special it was to witness her friend’s wedding to Prince Harry, 34, in May.

“I felt like we were literally watching history,” the athlete remarked. “I feel like in a few years, when I look back at that moment, it’s just gonna be so historic. It’s gonna be something people never forget.”

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However, the most important part of the ceremony was just being able to see Meghan’s face light up on her special day.

“The whole service was really wonderful and most of all, I just wanted to see my friend be happy and I think that’s what happened,” she added.

During the interview, Williams went on to discuss the violation she was given from chair umpire Carlos Ramos for illegal coaching from coach Patrick Mouratoglou during the U.S. Open Women’s final. Mouratoglou said later, “I’m honest, I was coaching. I don’t think she looked at me so that’s why she didn’t even think I was.”

“I just don’t understand what he was talking about,” Williams told The Project. “[Mouratoglou] said he made a motion, so I was like, ‘Okay, you made a motion, now you told people you were coaching me? That doesn’t make sense, why would you say that?’ ”

“I was on the other side, I didn’t see the motion, so it was just a really confusing moment,” she added.

Williams lost the match to Naomi Osaka, 20, after a total of three violations — including one for smashing her racket and another for verbally abusing the umpire — adding up to a fine of $17,000, which was deducted from her $1.85 million prize money. She later said she felt the entire incident was “sexist.”

RELATED: Serena Williams Is Handed Down a Hefty $17,000 Fine for U.S. Open Violations

“I just don’t understand,” Williams remarked while addressing male punishments for similar actions. “If you’re female you should be able to do even half of what a guy can do, and I feel like right now we are not, as it’s proven, in the same position.” 

However, she went on to add that she’s currently focused on being able to move forward with her life and career.

“I’m just trying most of all to recover from that and just move on,” she explained.