Add the butternut squash, apples, onion, vegetable broth, cinnamon, nutmeg, salt, and black pepper to the slow cooker.
Stir once to combine everything evenly.
Cover and cook on low for 6 to 7 hours until the squash is very soft.
Turn off the slow cooker and let the mixture cool for 10 minutes.
Use an immersion blender to puree the soup until smooth, or transfer it in batches to a countertop blender.
Stir in the heavy cream until fully combined.