Meghan Markle and Prince Harry spent time with a close friend in New York City after they were honored at a mental health event this week.

On Friday, Oct. 10, the duo squeezed in time for lunch with Serena Williams while they were in town for a series of scheduled appearances, PEOPLE can confirm.

Meghan, 44, Harry, 41, and Williams, 44, all dined at New York’s Soho House.

The tennis star and the Duchess of Sussex first met at the Super Bowl in 2010. When they crossed paths again in 2014, Meghan and Williams hit it off “immediately” and have been close since.

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Earlier this week, on Thursday, Oct. 9, the Duke and Duchess of Sussex accepted the Humanitarians of the Year Award at Project Healthy Minds’ third annual World Mental Health Day Gala. The pair was honored for their digital safety and mental health work as co-founders of the Archewell Foundation.

“Working with families and young people to prioritize safety online has been some of the most meaningful work of our lives. As parents ourselves, we have been moved to action by the power of their stories and are honored to support them,” Harry and Meghan said in an earlier joint statement. “We’re proud to be long-time partners of Project Healthy Minds as we work together to shine a light on what remains one of the most pressing issues of our time.”

The couple, who share two children, Prince Archie, 6, and Princess Lilibet, 4, also attended Project Healthy Minds’ annual World Mental Health Day Festival on Oct. 10 alongside a slate of other stars, from Katie Couric and Carson Daly to Deepak Chopra and Sophia Bush.

Under the umbrella of the Archewell Foundation, Harry and Meghan established The Parents’ Network, an organization offering support for families whose children have been negatively impacted by social media, at an earlier World Mental Health Day Festival back in 2023.

Meghan also marked another achievement in New York City in May 2023, when she was recognized as a Woman of Vision Award honoree by the Ms. Foundation, appearing alongside Harry and her mother, Doria Ragland.

Prior to that visit, she also celebrated a major milestone in the Empire City, stepping out with friends, from Amal Clooney and Serena Williams, to Gayle King and Abigail Spencer, for her baby shower in February 2019.

“It was exactly what she needed, and it was a reunion for all of us, too, who hadn’t seen each other since the wedding,” Meghan’s friend and wedding makeup artist Daniel Martin told PEOPLE at the time.