In an interview with US TV network ABC News, the First Lady said the jacket was a statement that the criticism will not stop her from doing “what I feel is right”.
But the timing of the message in June was perhaps the most controversial aspect - she was embarking on a trip to visit migrant children who had been separated from their parents by her husband’s administration.
At the time of the visit to the Upbring New Hope Children’s Centre in McAllen, Texas, spokeswoman Stephanie Grisham said: “It’s a jacket. There was no hidden message. After today’s important visit to Texas, I hope the media isn’t going to choose to focus on her wardrobe.”
She noted that she wore the jacket getting on and off the plane, but not during her visits with children.
She said she purposely wore the jacket on the flight back to Washington after seeing “how the media was obsessed about it”.
“It was kind of a message, yes,” she said.
Melania also gave a lukewarm response to a number of questions about her marriage.
President Trump has been accused of a string of affairs, most notably with adult film star Stormy Daniels who was paid $130,000 (£99,000) as part of a hush agreement signed days before the 2016 election.
She has since launched a lawsuit in a bid to dissolve the contract.
When asked if the allegations has “put a strain on her marriage”, she said: “It is not a concern and focus of mine.
“I’m a mother and a First Lady, and I have much more important things to think about and to do.”
When asked if she loved her husband, she said: “Yes, we are fine.
“It’s what media speculate (sic), and it’s gossip. It’s not always correct stuff.”