Mrs Obama and Fallon did push-ups and hula hooping before competing at dodge ball and a tug-of-war. The first lady triumphed over the comedian in a climactic potato sack race.
The segment was taped last month for the NBC show Late Night with Jimmy Fallon .
Mrs Obama has been doing the rounds of American talk-show circuit to mark the second anniversary of her campaign against childhood obesity.
In the past few weeks she has appeared on The Tonight Show With Jay Leno and The Ellen DeGeneres Show when she took on the host in a push-ups challenge.