The world No. 1, still seeking her first major championship, took 1 hour, 36 minutes to dismiss American Vania King in 6-2, 6-4.
The Danish star, who has notched six WTA titles this year, is coming off her fourth straight New Haven championship last week.
Also Saturday, the 28th-seeded Williams put away Belarusian Victoria Azarenka 6-1, 7-6 (7-5).
Azarenka had forged a surprising 6-5 lead in the second set after saving a match point while trailing 4-5, but the 13-time Grand Slam champion responded by forcing a tiebreaker and going on to win it on her fifth match point.
Williams now goes on to face 16th-seeded Ana Ivanovic, who easily defeated American Sloane Stephens 6-3, 6-4 Saturday.
In other third-round action, Francesca Schiavone fought back from a match point to best South African Chanelle Scheepers 5-7, 7-6 (7-5), 6-3.
Scheepers had Schiavone on the ropes after capturing the first set and was leading 5-4 in the second when the seventh-seeded Schiavone saved match point and went on to win in three sets.
Among others reaching the fourth round were 10th-seeded German Andrea Petkovic, who downed 18th-seeded Italian Roberta Vinci 6-4, 6-0, and Anastasia Pavlyuchenkova, who defeated former world No. 1 Jelena Jankovic in straight sets, 6-4, 6-4.