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Williams, 27, made a stop in Landvetter Airport in Gothenburg, Sweden, before traveling on to New York. She arrived at her Brooklyn home Wednesday night.
Reports claim Williams is being comforted at home by her mother, Carla, and actress Busy Philipps, who starred with her in the TV series Dawson's Creek and is Matilda's godmother. (Jake Gyllenhaal is the godfather)
Just hours earlier, the body of Ledger was released by the coroner to a New York funeral home. Memorial arrangements had not been announced.
A source close to Williams told PEOPLE the actress was "devastated" upon hearing the news. She and Ledger split in September, but they both agreed that parenting their daughter came first.
"I can't believe Matilda is going to grow up without a dad, without knowing her father," another source told PEOPLE. "And that Michelle will have to deal with having a daughter who's lost her father. She's a survivor. She'll make it, but it's going to be hard. Her first concern is going to be Matilda."
JOSH & FERGIE: ROCKED BY SCANDAL
Did he cheat with a stripper?
Married less than a year, the couple denies an Atlanta woman’s claims that she and Josh had a fling
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