The first lady kicked off the Italian leg of her trip to Europe, which began in London on Monday, with a cooking demonstration at the James Beard American Restaurant alongside a group of schoolchildren.
On Thursday she will visit the world exhibition underway in the northern Italian city, which has a theme close to her heart: food.
Obama has long worked on "Let's Move!", her programme to get American children to eat more healthily and be more active.
"We'll be sharing some of our successes," Obama told Italian newspaper La Stampa.
"But more importantly, we'll be taking the time to learn from leaders here in Italy and all around the world to find out what's working for them."
Photo: Giuseppe Cacace/AFP
Obama told the paper that while the US is still grappling with a serious obesity problem - one in three American children is overweight or obese - and while the global prevalence of obesity has nearly doubled since 1980, there is "a lot of reason for hope".
US daycare centres are increasingly giving children fruit and vegetables instead of cookies and snacks, while thousands of restaurants are creating healthier kids' menus, she said.
"Childhood obesity rates have finally stopped rising, and obesity rates are actually falling among our youngest children," she told La Stampa.
But while the progress we've made is impressive, it's also incredibly fragile, and we still have a long way to go before we finally solve this problem."
Typical meals in the Obama household, she revealed, include baked chicken with brown rice and broccoli, or grilled fish with couscous and a green salad.
Accompanied by her teenage daughters Malia and Sasha, and her mother Marian Robinson, Obama went to admire Milan's most famous mural - Leonardo da Vinci's "The Last Supper" - at the Maria delle Grazie church, where Italian Prime Minister Matteo Renzi, his wife Agnese and their daughter Ester were waiting.
The US first lady had on Tuesday announced plans for €178 million in programmes to promote girls' education worldwide as she visited a London school.