When further questioned if they still have a good marriage and if she loves her husband, the first lady replied, "Yes, we are fine."
"It's what media speculate, and it's gossip. It's not always correct stuff," she added.
The first lady has avoided publicly addressing the allegations of her husband's infidelities and friction in their 13-year marriage.
Earlier this year, it was reported thatt Donald Trump's former personal attorney Michael Cohen paid $130,000 to adult film star Stormy Daniels ahead of the 2016 election as part of a hush agreement over an alleged affair.
Daniels later risked violating the hush agreement by sharing details of her 2006 alleged affair with Donald Trump in a CBS "60 Minutes" interview in March.
A second woman, former playboy model Karen McDougal, also came forward with allegations that she and Donald Trump had a 10-month long affair a decade ago.
Donald Trump denied both affairs. He later admitted to reimbursing Cohen the $130,000 paid to Daniels.