Trump is on her first extended solo trip overseas as first lady.
She also plans to visit the Statehouse to meet over tea with Malawi's first lady, Gertrude Mutharika.
Mrs Trump toured several outdoor classrooms at Chipala Primary School in Lilongwe, the capital of Malawi, on the second stop of her four-nation tour of the continent.
The school is struggling with only 75 teachers looking after around 8,000 enrolled children.
Another one of Melania Trump's massive white hats is making headlines - but not in a good way.
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Donald Trump had earlier in an infamous comment referred to African nations as "shithole countries".
The network is billing it as the first lady's first sit-down interview, although she briefly spoke to CNN's Kate Bennett during last year's trip to China, while they were both standing on the Great Wall.
Melania and her host are expected to head to State House for talks before going to the Kenya National Theatre where they will be treated to Kenyan creative cultural performances.
She was in Malawi on Thursday, touting the work of the U.S. Agency for International Development.
The overarching focus of her trip, according to the first lady's office, is health care for mothers and babies, children's education and USA efforts to support African countries attain "self-reliance".
The convoy of the US First Lady however passed by without any incident and Mrs Trump might have seen the protests.
Llamas, who is weekend anchor of "World News Tonight", is among the reporters following the first lady on her first solo overseas trip. It's an extension of her "Be Best" campaign promoting children's social and emotional well-being.
Melania held a baby as she thanked the orphanage staff for taking care of the children.