Mrs. Trump had originally been scheduled to join her husband at an economic summit in Davos, Switzerland, this week.
The reason for Trump's Florida trip was not immediately clear and the White House did not immediately respond to a request for comment.
On Friday, Melania Trump's spokeswoman issued a statement that seemed to refer to a Daily Mail report that the first lady has spent several nights away from the White House since the alleged affair was reported, as well as the author Michael Wolff's claim the president had an affair with United Nations ambassador Nikki Haley.
Some suggested that the first lady wanted some distance from President Donald Trump in the wake of a series of stories alleging an affair with former porn star Stormy Daniels. "My heart is with you, and we recollect".
The alleged affair supposedly took place in 2006, four months after Melania Trump would have given birth to the couple's only son, Barron, according to CNN.
Mission to rescue Polish mountaineer from Pakistan's 'killer mountain' called off
The 8,126-meter (26,660-foot) Nanga Parbat is the ninth-highest in the world. Mackiewicz has made six previous attempts to scale Nanga Parbat in winter.
Trump has viciously denied any allegations that he had slept with Daniels and chased the porn star around a hotel rooming his "tighty whites". It is believed that she was headed to Mar-a-Lago.
Her spokesperson, Stephanie Grisham, confirmed to CNN that the First Lady's decision to miss the trip was based on "scheduling and logistic issues".
Melania Trump, meanwhile, has tried to stay out of the spotlight and hasn't made a public statement since news of the Trump-Clifford story first broke. On the Trumps' 13th wedding anniversary Monday, neither acknowledged the special day on Twitter. Her last posting was a message on January 20 to stamp the one-year commemoration of the introduction, with a photo from the day that obscurely did exclude her better half, but instead a formally dressed military escort.
The Wall Street Journal reported that Trump's personal lawyer orchestrated a payment of $130,000 to Daniels in October 2016 to prohibit her from speaking publicly about the alleged love affair before the election.
Melania Trump concluded her tour at the Hall of Remembrance and participated in a moment of silence.