The daylong stop today in Toronto also includes a brush with royalty.
The first lady is scheduled to meet for the first time with Britain's Prince Harry, who founded the Invictus Games in 2014.
She was also meeting with Canadian Prime Minister Justin Trudeau, and delivering remarks at a reception for the nearly 100 American athletes participating in the weeklong Olympic- style competition. Mrs Trump will also attend today's opening ceremony.
"She feels strongly that they - and their families - should be honored every day," Grisham said.
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Grisham added that Mrs. Trump also has "great admiration for the role the games have played in empowering those who have been injured while serving."
At an event last week marking the 70th anniversary of the US Air Force, the first lady thanked the many members of the military who assisted thousands people whose lives were upended by recent powerful hurricanes that ripped through parts of the southern US and the Caribbean.
"You endure time apart, are expected to move when new orders come in, and face the uncertainty that can come in times of need," she said at Joint Base Andrews in Maryland, before introducing the president.
"This kind of lifestyle requires its own kind of courage and your sacrifices do not go unnoticed or unappreciated."
Mrs Trump has been slowly warming up to her new role, waiting to move to the White House until her 11-year-old son finished the school year in New York and holding few public events of her own.
Prince Harry established the Invictus Games in 2014 for sick and wounded service members from around the world. More than 550 individuals from 17 countries are expected to participate in 12 sports during the coming week, ranging from cycling to wheelchair tennis to sitting volleyball.
London was the setting for the inaugural event in 2015, followed by Orlando, Florida, last year.