Chelsea had tweeted support for Barron Trump after a conservative news site criticised his dress sense.
The 37-year-old came to the youngest Trump's defence after an article in the 'The Daily Caller' criticised Barron's style and clothing.
Melania Trump replied via Twitter: "Thank you @ChelseaClinton - so important to support all of our children in being themselves!"
On Monday, the Daily Caller headline read, "It's High Time Barron Trump Starts Dressing Like He's In the White House."
Many others on social media said they felt the piece was inappropriate, US media reported.
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She also replied to someone who shared the piece, "No child should be talked about in the below manner-in real life or online. And for an adult to do so? For shame."
The Daily Caller reporter Ford Springer had written: "Barron was returning to the White House from New Jersey on Sunday and while the president and first lady travelled in their Sunday best, young Barron looked like he was hopping on Air Force One for a trip to the movie theatre."
Following Trump's White House victory, she had tweeted: "Barron Trump deserves the chance every child does - to be a kid." She added: "Standing up for every kid also means opposing @POTUS policies that hurt kids."
President Donald Trump repeatedly attacked Chelsea's mother, Hillary Clinton, when she contested against him in the 2016 president elections, calling her "crooked Hillary".