Michael Wildes, the attorney for the first lady's parents Viktor and Amalija Knavs, told The New York Times on Thursday that their daughter had sponsored them for a green card, and that they applied for citizenship once they were eligible.
He went on: "It stands for a bedrock of our immigration process when it comes to family reunification".
"He said, 'Hey look, there's people, nice people, they're relaxing, some are jogging, '" Donald Trump said during a rally last week in Wilkes-Barre, Pennsylvania, lamenting the lives lost and injured.
Her spokeswoman, Stephanie Grisham, declined to comment.
In 1996, she moved to New York City where she worked as a model and met Donald Trump two years later.
The Knavs were sworn in as USA citizens on Thursday in Lower Manhattan, The New York Times reported. The first lady herself was granted citizenship in 2006.
The First Lady wears an nearly "naked" dress while accompanying her husband to the North Atlantic Treaty Organisation summit.
Advocates for restricting legal immigration have pointed to the imbalance in favor of family connections as evidence of the need for reform, calling for a "merit-based" system that would choose immigrants based on need in the US. Trump has advocated a "merit-based" system, but has not proposed any method of admitting immigrants to the United States to replace those categories.
Trump has taken a hardline on immigration policy, criticizing so-called main migration that allows naturalized USA citizens to sponsor close relatives for permanent residency. He also called for eliminating a visa lottery program for people from countries underrepresented in the US. Experts estimate that could cut overall immigration to the United States by 40% to 50%, if those green cards are not reallocated to another category.
She settled in NY in 1996 and met Mr. Trump two years later. Thomas Cioppa, New York district director of the US Citizenship and Immigration Services, presided over the 20-minute ceremony, Mr Wildes said.
The Knavses' citizenship ceremony was kept hush-hush at the Jacob K. Javits Federal Building.
The Knavses raised Melania, born Melanija, in the rural industrial town of Sevnica while Slovenia was under Communist rule.
Melania Trump became a US citizen in 2006 after marrying Trump the year before.