Mrs Trump "believes we need to be a country that follows all laws, but also a country that governs with heart," her spokeswoman said.
Her comments follow growing controversy over President Donald Trump's "zero-tolerance" policy.
In a recent six-week period there were nearly 2,000 family separations.
Adults who try to cross the border, many planning to seek asylum, are placed in custody and face criminal prosecution for illegal entry.
As a result, hundreds of minors are now being housed in detention centres, and kept away from their parents - a policy which rights groups have criticised as unprecedented.
In her rare intervention, Mrs Trump said she "hates to see children separated from their families and hopes both sides of the aisle [Republicans and Democrats in Congress] can finally come together to achieve successful immigration reform".
Mr Trump has blamed a law "Democrats gave us" for the policy, but it is unclear what law he is referring to.
In a tweet on Saturday he urged Democrats to work with Republicans to create new laws.