Mrs. Trump explained to ABC's Tom Llamas why she's promoting her Be Best initiative, which tackles online bullying.
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Trump: "I could say I'm the most bullied person on the world."
Llamas: "You think you're the most bullied person in the world?"
Trump: "One of them, if you really see what people saying about me."
The First Lady was interviewed during her recent Africa trip by ABC, which aired portions Thursday on "Good Morning America."
She also spoke bluntly about turmoil involving the president's staff and whether she has his ear.
Llamas: "He's been in office now almost two years. Has he had people that you didn't trust working for him?"
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Trump: "Yes."
Llamas: "Did you let him know?"
Trump: "I let him know."
Llamas: "And what did he do?"
Trump: "Well, some people, they don't work there anymore. And you know, it's very, it's very difficult sometimes because I'm so busy with my, my office, I don't get involved with West Wing."
Llamas: "Do you think there's still people there that he can't trust?"
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Trump: "Yes."
The First Lady also opened up about the president's possible reelection campaign and spending six more years at the White House.
"I believe that my husband is doing an incredible job for this nation," she said. "And I want that American people have a success. So whatever he will decide, I will support him."
When asked if she's looking forward to it, the First Lady said, "I'm enjoying it. I really love to live in the Washington and in the White House. And yes, I'm enjoying it."
You can see more of the First Lady's exclusive interview in a "20/20" Special called "Being Melania: The First Lady" on Friday night at 10 p.m. on ABC7.