ET has learned that Sasha and Malia Obama will study at the same private school another famous First Daughter once attended!

Michelle Obama's rep tells us that Malia, 10, and Sasha, 7, are off to Sidwell Friends School -- the same den of knowledge Chelsea Clinton went to when her father Bill was prez.

"A number of great schools were considered," Michelle's rep tells us. "In the end, the Obamas selected the school that was the best fit for what their daughters need right now."