In recent weeks, Markle, 38, has opened up about the difficulties of living in the public eye.
In a recent television documentary, the Duchess of Sussex admitted that her life has been a struggle since her marriage to Prince Harry, and that "not many people ask if I'm OK."
Markle also spoke about her British friends warning her against the marriage, saying that the "tabloids will destroy your life."
Now, Williams, 55, is clapping back during a segment of Tuesday's episode of "The Wendy Williams Show."
"Meghan, nobody feels sorry for you. You knew what you were signing up for, girl!" Williams said (via Entertainment Tonight). "You knew exactly what you were doing. And I applaud her plot-ation on the royal situation. But please, don't try to garner sympathy from us. You knew what you were doing."
The talk show host then offered a blunt tip to Markle.
"Don't be surprised that the paparazzi are everywhere, of course, because you're now a royal."
Williams -- and one of the show's producers -- then dived into a story about Markle's past, in which she expressed interest in joining Williams' show as a runway model and fashion expert. By the time the show was ready to book her, Markle had become engaged.
"Here's the thing. Every celebrity has their own relationship with the paparazzi," said Williams before recounting a recent encounter she had with a photographer. "But Meghan Markle, nobody feels sorry for you, you knew what you were signing up for, girl."
Markle and Harry are currently embroiled in legal action against various tabloids in response to their publication of Markle's private correspondence and alleged hacking of Harry's phone.