The first lady wore a black pantsuit with a golden belt but did not cover her head, consistent with custom for female foreign dignitaries visiting Saudi Arabia.
USA president Donald Trump will use his first visit to the Middle East to call for unity in the fight against radicalism.
Trump said in a 2015 tweet that, while many people applauded Mrs. Obama's decision, the people of Saudi Arabia "were insulted".
Saudi Arabia is an unprecedented destination for an initial overseas trip by any USA president.
White House officials hope the trip gives Trump the opportunity to recalibrate after one of the most hard stretches of his young presidency.
After spending much of Saturday meeting with King Salman and other members of the royal family, Trump was to end the day at a banquet dinner at the Murabba Palace.
Noting that Trump "campaigned on national security and getting rid of ISIS", Zudhi Jasser, founder and president of the American Islamic Forum for Democracy, said "it makes sense" for him start in Saudi Arabia.
Trump and the king met briefly in the airport terminal for a coffee ceremony before the president headed to his hotel before the day's other meetings.
The nation offered Trump an elaborate welcome.
On the drive to the Ritz hotel where Trump is staying, King Salman rode with the president in the heavily armoured presidential limousine nicknamed "the Beast".
There was no immediate response from the White House to a request for a copy of the speech, which is expected to be delivered in Riyadh, the initial stop on Trump's first worldwide trip since taking office in January.
A red carpet was rolled out and staircase rolled up to Air Force One minutes after it landed shortly before 9:50 am (0650 GMT) local time. He was joined by First Lady Melania Trump.
Trump and King Salman exchanged a handshake and Trump said it was "a great honor" to be there.
Several jets also flew overhead leaving a red, white and blue trail.
Ahead of Trump's visit to Saudi Arabia, where he will be accompanied by his wife Melania and daughter Ivanka, Washington and Riyadh issued their first "joint terrorist designation" blacklisting a leader of the Iranian-backed Lebanese armed Shiite movement Hezbollah.
Trump's visit is aimed at building stronger partnerships to combat terrorism in the region. He will also attend a summit with Gulf leaders as part of the six-nation Gulf Cooperation Council.
Awad said it is still possible for Trump to succeed in his outreach, but stressed that his campaign rhetoric will "not easily be erased" by one speech.
President Trump has arrived in Saudi Arabia's capital to begin an eight-day foreign tour that will test the new administration's capacity to manage complex global diplomacy and a growing political crisis at home. No modern president has attempted such an ambitious debut on the world stage, and Trump's itinerary - which also includes a two-day visit to Israel, an audience with Pope Francis at the Vatican, and participation in North Atlantic Treaty Organisation and G7 summits - is being carefully choreographed to present Trump as a confident commander-in-chief.