The actress was reportedly in Sweden with Matilda Rose, her 2-year-old daughter by Ledger, when Ledger was found dead at the age of 28 in his Manhattan apartment Tuesday afternoon.
Williams returned with the child Wednesday night to the Brooklyn home they shared with Ledger in happier days before Williams and Ledger split up last summer, the New York Daily News reported.
Williams, whom Ledger described as his soul mate before their break-up, did not speak to the press as she carried her little girl into the house, the newspaper said.
Matilda's godmother -- Williams' former "Dawson's Creek" co-star Busy Philipps -- and Williams' mother, Carla, were seen at the house earlier in the day, Usmagazine.com said.
The News said they were waiting to console Williams when she arrived home.
A source close to Williams told People.com she was "devastated" when she heard Ledger had died.
The couple met on the set of the 2005 film "Brokeback Mountain."