In a US TV interview, she appeared to put a brave face on a difficult subject but paused when asked if she had been hurt.
President Donald Trump, 72, has been accused of sexual harassment by more than a dozen women and ex-porn star Stormy Daniels claimed she slept with him after his marriage to Melania.
Following the allegations Mrs Trump, 48, did not go with her husband to the World Economic Forum in Davos last year and arrived separately at his State Of The Union address.
Mrs Trump was also seen swatting his hand away on their first foreign trip.
Strain Apparently referring to the Clintons, TV interviewer Tom Llamas asked: “You’re not the first First Lady to have to deal with her husband’s alleged infidelities. Has this put a strain on your marriage?”
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Mrs Trump said: “It is not a concern and focus of mine. I’m a mother and a First Lady and I have much more important things to think about and to do.
“I understand the gossip sells newspapers, magazines, getting advertisers and unfortunately we live in this kind of world.”
Mr Llamas asked if Mrs Trump had been hurt, to which the First Lady paused for three seconds and looked into the distance.
She said: “It’s not always pleasant, of course, but I know what is right and what is wrong and what is true and not true.”
She said she had a “good marriage” adding that: “We’re fine.”