Markle has been in New York since Friday, and caught up with her old friends ahead of her stylish baby shower, held Tuesday morning at The Mark Hotel, Bazaar.com reports.
Markle stepped out alongside Anderson, and the 37-year-old royal looked resplendent in her reserved raiment, rocking a full-length black Victoria Beckham double-breasted coat, black scarf, dark skinny jeans and tall, black Tamara Mellon boots.
Meanwhile, Williams rocked a similar look, donning an ensemble of black jeans, dark sweater and long black coat with a playful pink and white plaid stripe running down the sleeves.
Mulroney -- Markle's close friend, unofficial stylist and frequent Good Morning America fashion contributor -- donned an eye-catching black-and-white full-length houndstooth coat over black pants and dark shoes.
Page Six reports that the royal and her cadre of companions were joined at the trendy Big Apple eatery by Markle's gal pals Misha Nonoo and Abigail Spencer, as the group dined at the equestrian-themed hot spot.