Along with daughters Sasha and Malia, and her mother Marian Robinson, healthy food campaigner Obama spent the entire morning at the exhibition.
Accompanied by Agnese Renzi -- the wife of Italian Prime Minister Matteo Renzi -- she met with children and students at the Italian and American pavilions.
"The truth is we still have so much work to do when we are seeing rising obesity rates, not just in the United States but all over the world," she told them. "And it's really going to take young people like you to take this information and make something of it, turn it into action."
Obama has long worked on her "Let's Move!" programme to get American children to eat more healthily and be more active.
On Thursday, she vowed to continue campaigning for healthy eating even when her husband Barack Obama ceases to be president.
"I know that I for one long after I leave the office of First Lady I'm going to continue to work on these issues because our children deserve better," she said."And we can do better, we can, we have seen it here."
On Saturday, Expo 2015 aims to break the world's largest pizza record, with a pie set to be 1.5 kilometres (nearly a mile) long.
Meanwhile, Obama's daughters saw the day as an opportunity for fun. They drove a little electric car and then visited the Brazilian pavilion's massive rope hammock.
In the afternoon, the president's family will visit US troops in Vicenza in northern Italy, and then go to Venice until Sunday.