In the interview, the First Lady was asked questions about her relationship to US President Donald Trump.
Among the questions, Melania was asked “You mentioned you still have a great marriage, do you love your husband?” in light of allegations of Mr Trump’s infidelity.
The First Lady responded: “Yes. We are fine. Yes.”
Mrs Trump said she does not spend time thinking of her husband’s alleged affairs since she has “much more important things to think about and to do.”
She added people are “just spreading rumours” about her marriage to the US President.
When asked about the alleged sexual affairs the First Lady swiped it under the table, saying: “It is not a concern of mine.”
Mr Trump’s alleged infidelity came to the fore after adult film actress Stormy Daniels, real name Stephanie Clifford, claimed she had sex with the US President in 2006.
Melania married Donald Trump the year before, in January 2005, and the couple had their son, Barron Trump the following year, in 2006.
The US President’s former lawyer Michael Cohen paid Ms Daniels $130,000 shortly before the 2016 election to remain silent.
Mr Trump has acknowledged reimbursing Mr Cohen but has repeatedly denied the affair.
During Mr Trump’s presidential campaign an old Access Hollywood tape emerged of billionaire talking about groping women.
In the tape the US President said: “You know I’m automatically attracted to beautiful — I just start kissing them.
“It’s like a magnet. Just kiss. I don’t even wait. And when you’re a star, they let you do it. You can do anything.
“Grab ’em by the p***y. You can do anything.”
In the ABC network special titled “Being Melania: The First Lady” Mrs Trump brushed aside her husband’s alleged affairs.
The First Lady said: “I support the women.
“They need to be heard. We need to support them. And also men, not just women.”
But then added: “We need to have really hard evidence that if you’re accused of something, show the evidence.”
During the interview, Mrs Trump also discussed her “Be Best” initiative, which focuses on cyberbullying and social wellbeing for young people.
The anti-bullying campaign is one of the causes the First Ladt is most passionate about since she considers herself “the most bullied person in the world.”
In the interview she claimed: “I could say I’m the most bullied person in the world.”
The ABC News special is set to air tonight at 10:00pm ET.