Mrs. Trump said she never heard her husband "saying those comments" and "nobody discussed that with me".
Mrs Trump's visit to Kenya was the third stop on her Africa tour, which began on Tuesday in Ghana.
US first lady Melania Trump arrived in Cairo on Saturday and was received by her Egyptian counterpart Entissar Amer al-Sisi, the Egyptian state TV reported.
"I'm glad Dr. Ford was heard, I'm glad Judge Kavanaugh was heard, that the FBI investigation was done, completed, and that the Senate has voted", she said.
She replied with a laugh and said "yes".
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United States First Lady Melania Trump has left Kenya for Cairo, Egypt, the final stop in her solo, week-long Africa tour.
When asked if she has ever told him to put his phone down, she answered, "Yes!"
Speaking near the Sphinx, Trump said that the message of her trip has been to show "that we care".
While the first lady on her trip highlighted successful programs of USAID, she indicated she would not press the president to increase funding to the foreign aid agency.
Melania was seen off by her host First Lady Margaret Kenyatta.
In another incident from her trip overseas which may cause upset for her husband, it has been revealed Melania Trump watches the President's least favourite channel: CNN.
Some question the choice, saying the helmet symbolised Kenya's colonial past and the control Britian once had in Kenya. Image copyright AFP Image caption She visited a former slave fort the next day and is pictured here in the "Door of No Return" - the last bit of African soil slaves touched before being sent to the Americas.
The low-key tour came to an end as her husband was set to score a big political win after days of acrimonious deadlock inside and outside the Senate over his Supreme Court pick. Trump made her "Be Best" initiative a focus of the trip.