Trump also said that she would support her husband - who has a long history of using Twitter to demean and belittle his opponents, sometimes using sexist language - if he wants to run for a second term as USA president.
Check out the full clip above.
A portion of the interview aired Thursday on Good Morning America.
Her comments come in the wake of an anonymous editorial in The New York Times last month claiming there is a "resistance" within the Trump administration.
She said she has advised him about whom she thinks he can trust, but her husband remains independent in making those decisions.
First Lady Michelle Obama certainly experienced cyber bullying, including being called an "ape in heels" by a West Virginia mayor who celebrated the arrival of "classy, beautiful, dignified" Melania Trump.
Melania Trump says her own experience with online trolls motivated her to start her anti-bullying Be Best campaign.
The one-on-one special, "Being Melania - The First Lady", airs Friday at 10 p.m. ET on ABC.
And lastly, Llamas asks the third Mrs. Trump what the biggest misconception is about her. "One of them - if you really see what people [are] saying about me". "Yes, and we'll weed them out", he said.
"It's harder to govern".
"I believe that my husband is doing a incredible job for this nation and I want the American people to have success", the first lady said.
The first lady told Llamas there are people close to the president she does not trust, and she "let him know".
To the very real hard evidence that her husband assaulted women, the first lady said she had accepted her husband's "apology".
Melania appears relaxed, agreeing with the interviewer that she had no preconditions with the interview.