Place the butternut squash, apples, onion, vegetable broth, cinnamon, nutmeg, salt, and pepper into the slow cooker. Stir once to combine.
Cover and cook on low for 6 to 8 hours until the squash is very soft.
Use an immersion blender to puree the soup directly in the slow cooker until smooth. If you do not have an immersion blender, carefully transfer the soup in batches to a countertop blender.
Stir in the heavy cream. Cover and cook on low for 15 more minutes to warm through.