She was accompanied by her mother and two daughters, Malia and Sasha.
Mrs Obama is due to meet Prince Harry and have tea at Downing Street with David and Samantha Cameron.
She is also going to host an event at Mulberry School for Girls in Tower Hamlets, east London, to discuss joint work between Britain and America in boosting education for adolescent girls around the world.“He was wonderful and it was wonderful to have him here”Tina Tchen, Michelle Obama's chief of staff
The initiative is called Let Girls Learn, and is being championed by Michelle and Barack Obama.
Girls at the comprehensive will also get the chance to chat to the first lady, along with former Australian prime minister Julia Gillard, who chairs the board of the Global Partnership for Education.
Prince Harry is hosting Mrs Obama two years after he attended a mother's day tea for military mothers with her in the US.
Mrs Obama's chief of staff Tina Tchen said: "He was wonderful and it was wonderful to have him here.
"And we hear from his staff that he is happy to return the favour."
The initiative "works hand in hand with the public and private sectors to ensure that service members, veterans and their families have the tools they need to succeed throughout their lives".
After the London visit Mrs Obama and her party will fly on to Italy to meet US armed service families based in continental Europe and to visit the Milan Expo as part of the third strand of her work – encouraging healthier diets for children.
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