She and her daughters strolled along a popular section of the wall and rode down a toboggan on a smoggy afternoon, as part of a week-long visit focused on education and "soft issues" rather than politics.
Vendors at the tourist site northeast of the capital appeared to have removed T-shirts which are normally on sale showing President Obama in a Mao hat, with one merchant revealing a boxful of the souvenirs stored in the back of her tent.
Police and men in grey sweatshirts and pants hurried to subdue them, and it was unclear why they were yelling.
Since arriving in the capital on Thursday night, Michelle -- whose mother is also accompanying her -- has also played table tennis with students and toured the Forbidden City with her counterpart Peng Liyuan.
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She briefly trod political ground in a speech yesterday morning at Peking University's Stanford Centre, calling for greater freedoms while refraining from naming China.
"But when it comes to expressing yourself freely, and worshipping as you choose, and having open access to information -- we believe those are universal rights that are the birthright of every person on this planet," she said.
"We believe that all people deserve the opportunity to fulfil their highest potential, as I was able to do in the United States."
But the majority of Michelle's speech was devoted to encouraging American students to study in China.