She is on her first visit to Africa and her first extended solo global trip as first lady.
Trump noted Melania was receiving an fantastic amount of love from Africa, something that made him happy.
She also addressed staffers at the United States embassy in Malawi's capital, Lilongwe.
Her visit has included promoting the work of the US Agency for International Development, whose funding US president Donald Trump has twice proposed slashing by almost a third.
Mrs. Trump opened her first extended global tour as first lady on Tuesday in the West African nation of Ghana.
"She's shining a light on some of the great things the U.S. is doing in Malawi and Africa". The people love her, and she loves them!
The convoy of the US First Lady however passed by without any incident and Mrs Trump might have seen the protests.
President of the United States of America (USA) Donald Trump, says Africans love his wife, Melania Trump, and that is a "beautiful thing to see".
They have also visited an orphanage and enjoyed a children's performance at Nairobi National Theatre.
Kenya is the third stop on her Africa tour, which began Tuesday in Ghana and continued in Malawi on Thursday.
According to her spokesperson, Stephanie Grisham, the focus of Melania's tour, which also includes trips to Kenya and Egypt, is humanitarian efforts, specifically those funded by U.S. government aid, and those that work to better the lives of children.
Mrs Trump will conclude her tour by visiting Egypt.
A batch of 1.4 million books donated Thursday brought to almost 10 million the total Malawi has received in recent years under USAID's national reading program, officials said.
"I was heartened to spend time with the students and was honoured to donate school supplies and soccer balls".
In a notice, the Kenya Airports Authority (KAA) said the terminal will be out of bounds to the public from Thursday 5:30pm to 9:00pm, when Mrs Trump will land in Kenya.