In a wide-ranging interview with ABC News, she also said she does not trust some people who have worked in the West Wing.
Mrs Trump replied: "One of them, if you really see what people saying about me".
Trump spoke to ABC News during her recent trip to Africa where she interacted with babies and school-aged children in an effort to raise awareness of her personal initiative as first lady.
Contestée au sujet des droits de l'Homme, l'Arabie se retire — Francophonie
Point d'orgue de ce sommet, l'élection attendue dans la journée de la secrétaire générale de l'organisation. La tradition veut que ce choix soit fait par consensus plutôt que par vote formel.
"Oh, I wish", she said, laughing. "You don't need corroboration".
"I support the women", she said.
Melania Trump opens up about the frequent attacks and criticism she has endured since her husband took office in her interview with ABC News.
In 2016, the Washington Post released a recording of the president bragging about sexually assaulting women, saying that he was so famous, he could do "anything", including grab women's vaginas.
Aaron Ramsey: Ian Wright backs Arsenal contract 'stance' on Wales misfielder
With Chelsea making up ground by winning 3-0 at Southampton, the league's three unbeaten teams go into the global break locked together on 20 points.
But the first lady said accusers must back up their allegations with firm proof.
Melania's full interview will air on Friday night at 10pm.
He said he has "great people right now working".
During the 2016 election, Melania dismissed the accusations of sexual misconduct against her husband as political hit jobs.
RDC: à Kinshasa, la cour de cassation statue sur l'affaire "des mercenaires"
A la veille du procès, l'avocat de l'homme d'affaires congolais Me Dupont Mittero, avait dénoncé l'instrumentation de la justice. Moïse Katumbi est poursuivi pour atteindre à la sureté de l'État dans le recrutement des mercenaires.