"Are you happy that your girlfriend has moved to America? Meghan Markle," Campbell pried.
"Don't know what you're talkin' about, don't know nothin' about that," she responded.
"I mean they're on the West Coast but...I mean, it's a big deal!" Campbell continued to push for info from the 23-time Grand Slam singles winner.
"Never seen it, never heard of her, don't know her," Williams said, feigning ignorance.
This isn’t the first time Williams avoided answering questions about Markle. Back in January, she was asked about the royal exit and had a solid response as well.
"Yeah. I have absolutely no comments on anything with that," she told a reporter. "But good try. You tried, you did good."
The duo first met at DirecTV’s Celebrity Beach Bowl flag football match (wait...flag football?!) and the friendship flourished from there. The tennis star attended the royal wedding and hosted a baby shower for the duchess when she was pregnant with Archie.
Williams has been notoriously tight-lipped about all things royal. When asked to weigh in on Markle not wanting to be photographed at Wimbledon, she explained she didn’t like to waste time reading tabloids or keeping up with royal news. She did, however, express how great of a friend Markle’s been.
Let’s face it, everyone needs a friend like Serena.