The two are appearing in one of the last episodes during the final season of the show.
Michelle Obama's mother, Mrs. Marian Robinson, accompanied the couple Wednesday. Chicago's Mayor Richard Daley greeted them as they arrived.
It was a quick trip though. The Obamas landed shortly before 11:00 a.m. They travelied by helicopter and motorcade to Harpo Studios in the city's West Loop for the recording at 12:15 p.m. and left Chicago around 2:30 p.m.
Many who were in the audience -- some courtesy of friends who work on the show -- saw a president focused on his job while laying out the agenda for the 2012 presidential campaign. He also discussed his move earlier in the day to release his birth certificate.
"We can't be distracted by sideshows and as I said at my press conference, carnival barkers going around trying to get this," said Obama during the taping.
"We have a lot of issues at hand. I don't think he wasted too much time talking about it. And we shouldn't. It is embarrassing and an all time low for our country," said Cheryl Caspi, attendee from Fort Collins, Co.
"He wasn't talking the way he would at a rally or something, but I am sure it is a good intro to his re-election campaign," said Sonia Bhagwakar, Chicago attendee
Some audience members remarked there were more men in attendance than is typical for Oprah.
After the taping, Obama praised Mayor Daley, who will leave office in less than three weeks, and presented him with an 1834 survey of Chicago from the National Archives. Daley also attended the show.
"You have done an extraordinary job, and this city has been transformed because of your leadership," Obama told Daley.
Before touching down in Chicago, it had already been a busy morning for the president, who held a briefing at the White House earlier to answer the swirling questions about his birth certificate.
During his address, President Obama reaffirmed that he was born in the United States.
"Yes, in fact, I was born in Hawaii August 4, 1961," he said.
White House officials supplied members of the media with copies of the long-form birth certificate, as well as correspondence between the White House and the State of Hawaii -- dated April 22nd -- in which they requested the release of two certified copies the original documents.
At the briefing, the president took a dig, perhaps, at one of his biggest birth certificate critics, potential Republican presidential candidate Donald Trump, saying the 'birther' debate is a reflection of America's politics.
"We do not have time for this kind of silliness. We've got better stuff to do. I've got better stuff to do. We've got big problems to solve," the president said.
Donald Trump took credit Wednesday for getting the birth certificate released.
"I am really honored, frankly, to have played such a big role in hopefully, hopefully getting rid of this issue," Trump said.
After leaving Chicago, the president headed to New York City for fundraisers.
Some critics of the president's visit to Chicago say Mr. Obama should not spend taxpayer money and time to be on the Oprah show. Air Force One costs approximately $181,000 per hour to operate.
Others argue that it benefits the public to hear from the president and watch him be interviewed on a national platform.
Oprah Winfrey publicly supported Obama when he ran for president in 2008. She has said that she will not support him in public for re-election.
The episode taped Wednesday will air on May 2 at 9 a.m. on ABC7.
This was the second visit from President Obama to his hometown in the last month. He was just in town a few weeks ago for fundraisers when he reportedly raised approximately $2 million.