Saturday's showing was the first time the president, her family and close friends saw the film in full, said Marc Beckman, the first lady's outside adviser and agent.
The film offers rare behind-the-scenes access to the first lady, who has kept a low public profile during her husband's second term.
The trailer opens on Inauguration Day in January 2025, showing her donning a navy wide-brimmed hat for the ceremony at the US Capitol.
It also depicts her role as an adviser to the president, including a moment in which she encourages him to emphasise "peacemaker and unifier" in his inaugural address.
The East Room screening followed the president's tariff threat to Canada, defence of federal agents after a fatal shooting in Minnesota, and preparation for a winter storm barrelling through the southern US.
Beckman, who produced the film, oversaw the $US40 million ($A58 million) movie deal with Amazon MGM Studios, plus a follow-up documentary series set for release later this year focusing on some of Melania Trump's priorities, including children in foster care.
"This is not a political film at all," Beckman said in an interview this week, adding that the first lady spearheaded the film's creative direction.
The movie highlights her fashion choices, diplomatic engagements and the operations surrounding her Secret Service protection. Beckman said viewers also will see moments that capture the president's sense of humour.
Ahead of the public theatrical release of the film next week, the president and first lady will attend a premiere on Thursday at the John F Kennedy Center for the Performing Arts, renamed the Trump-Kennedy Center by the Trump-appointed board of directors.