A lawyer for Viktor and Amalija Knavs revealed the Slovenian couple, who had already been living in the U.S. as permanent residents, took the citizenship oath in New York City.
Viktor and Amalija Knavs took their oaths in NY, the Associated Press reports.
They came and went from the ceremony at a Manhattan federal building flanked by Homeland Security police.
According to The New York Times, Mr Wildes labelled family-based migration "a bedrock of our immigration process", and when asked if the pair had gained citizenship through the system, he reportedly replied: "I suppose".
Trump has taken a hardline on immigration policy, criticizing so-called main migration that allows naturalized United States citizens to sponsor close relatives for permanent residency.
He did not specify how long it had taken the Knavs to complete the citizenship process, nor whether the 48-year-old First Lady had sponsored their permanent residency.
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The Knavses are from Slovenia, but now divide their time between New York City, Palm Beach, and Washington, D.C., where they stay with the Trumps in the White House.
Typically, naturalisation ceremonies at the Jacob J Javits Federal Building at 26 Federal Plaza are large events, where groups of immigrants are sworn in as citizens en masse, after reciting an oath and the Pledge of Allegiance.
The Knavses' lawyer said their ceremony was kept private for "security reasons".
The Knavses raised Melania, born Melanija, in the rural industrial town of Sevnica while Slovenia was under Communist rule.
Although Melania started from humble roots, she launched a successful modeling career prior to her marriage to the president.
News of the ceremony prompted an immediate response on Twitter, with tweets ranging from "welcome!" to "unfreakingbelievable".
It is not infrequently the site of protests, but on Thursday, things were quiet as the first lady's parents came and went.
Canada has a MERIT-BASED system, while the USA prioritizes more FAMILY-based immigration. "We saw an example of that today".