Obama told NBC's "Today" show she and the girls sneak out "as much as possible" for trips to Target and other stores and the trips "help keep our kids' lives normal."
The first lady said she and Bo, the family dog, recently made a visit to a Petco store without being recognized.
"The cashier asked me, 'Oh, what kind of dog is that?' I said, 'A Portuguese water dog.' He didn't recognize us because he didn't expect that we would be in Petco," she said.
Obama said she has found it surprisingly easy to slip in and out of stores without being outed as President Barack Obama's wife.
"People realize and it's amazing how people don't recognize you. They don't expect to see me at Starbucks or at Chipotle," she said. "They're looking right through you. They don't know it's me."