It was Sarah's first public outing in months and it comes just a day after it was revealed that her ex-husband Prince Andrew, had reached an out-of-court financial settlement with his accuser Virginia Giuffre.
She completed the look with sparkly drop-earrings, a black clutch and her red hair in loose waves.
Sarah looked stunning as she left Claridge's on Thursday
Earlier in the day, the former royal was pictured being driven through Windsor Great Park in her Range Rover.
Sarah has been keeping a very low profile since the Duke was served with legal papers which alleged he sexually assaulted Virginia Giuffre in 2001 – even temporarily putting a pause on her YouTube channel, Fergie & Friends, where she used to read a children's book every day.
Her last video was posted on the 31st of December.
Sarah has also been silent on Instagram, and only recently returned after a month-long absence to make a special announcement.
The Duchess had been pictured earlier in Windsor
Sharing an animated video of the front cover of her first novel, she wrote last Friday: "I'm delighted and proud to announce that my Sunday Times bestselling historical romance novel, #HerHeartForACompass, will be published in paperback around the world on 12 May 2022.
"It is a sweeping historical romance about love, longing and daring to follow your heart against all odds. If you haven’t had a chance to read Lady Margaret’s tale yet, now is the perfect opportunity! The paperback edition is available to pre-order now, click the link in my bio to find out more."