Melania was visiting the David Sheldrick Wildlife Trust elephant orphanage in Nairobi when she was photographed in khaki pants and a pith helmet.
On Friday, she visited The Nest in Nairobi, an orphanage, where she danced with the children.
Trump is advocating for children's welfare as part of her "Be Best" campaign during her first global solo tour as first lady.
Before coming to Kenya, Mrs Trump started her African tour in Ghana early in this week before proceeding to Malawi.
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Her visit has included promoting the work of the US Agency for International Development, whose funding President Donald Trump has twice proposed slashing by almost a third.
Trump also had tea with Ghana's first lady, Rebecca Akufo-Addo, at the presidential palace. The United States Agency for International Development (USAID) has several active reading programs and retention-focused initiatives at schools in Malawi.
"Meeting those children and understanding their different way of life is why I wanted to travel here", Mrs. Trump told U.S. Embassy employees at a gathering at the U.S. ambassador's residence.
Trump has already met with mothers and children in a hospital, met school children in Malawi and visited Cape Coast Castle, where many kidnapped Africans were put on ships and sent to the Americas as slaves.
It was the second time in as many days that the first lady promoted policies out of step with her husband's. She also has planned stops in Kenya and Egypt.
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. "It is a handsome thing to see", the president said.