The first lady commented publicly for the first time Saturday on Richard Daley's decision not to run for a seventh term after she and the mayor watched performers from After School Matters.
Mrs. Daley is chair of the program, which serves almost 20,000 youngsters.
She faced many questions Saturday about her husband's surprising announcement.
"It was a difficult decision, as he has said. But I've been very proud of what he's accomplished as mayor," said Mrs. Daley. "It's been a wonderful experience. We are so grateful to the people of Chicago. They're the best in the world. And they've been very kind to me, and to our family. And my gratitude knows no bounds."
Many After School Matters students thanked the Daleys for strongly supporting the program.