She reportedly turned down the Queen's invite to Balmoral because son Archie was "too young to travel".
Meghan has reportedly left the father and son at home in Windsor.
The Duchess of Sussex apparently hopped aboard a commercial flight on Friday morning (September 6).
It's thought she made a last-minute decision to head Stateside to support her friend Serena Williams as she plays in the US Open tennis championship.
She is last thought to have watched Serena play at Wimbledon this summer.
A source told The Times: "It is a last-minute trip."
It is a last-minute trip. She's excited to support her friend.
They added that the duchess was "excited to support her friend" and revealed she was due to "come back" to Blighty "at the end of the weekend".
Meghan is thought to be flying without any staff, but does have a security detail with her.
Her decision to take a scheduled flight comes after she and Harry were blasted for taking four private jets in just 11 days.
The prince spoke out about the controversy as he launched his new sustainable travel initiative Travalyst earlier this week.
He said: "We can all do better, and while no one is perfect we are all responsible for our individual impact."
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This morning, The Duke and Duchess of Sussex’s son, Archie Harrison Mountbatten-Windsor was christened in the Private Chapel at Windsor Castle at an intimate service officiated by the Archbishop of Canterbury, Justin Welby. The Duke and Duchess of Sussex are so happy to share the joy of this day with members of the public who have been incredibly supportive since the birth of their son. They thank you for your kindness in welcoming their first born and celebrating this special moment. Their Royal Highnesses feel fortunate to have enjoyed this day with family and the godparents of Archie. Their son, Archie, was baptised wearing the handmade replica of the royal christening gown which has been worn by royal infants for the last 11 years. The original Royal Christening Robe, made of fine Honiton lace lined with white satin, was commissioned by Queen Victoria in 1841 and first worn by her eldest daughter. It was subsequently worn for generations of Royal christenings, including The Queen, her children and her grandchildren until 2004, when The Queen commissioned this handmade replica, in order for the fragile historic outfit to be preserved, and for the tradition to continue. Photo credit: Chris Allerton ©️SussexRoyal
Harry added: "Occasionally there needs to be an opportunity based on a unique circumstance to ensure my family are safe and it’s genuinely as simple as that."
Meghan was last in the Big Apple in February, where her friends spoiled her with a lavish baby shower.
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