Michelle Obama Opens Up About Sasha Missing the President's Farewell, Reads Thank You Notes With Jimmy Fallon

FLOTUS proved yet again that she's just the best.

First lady Michelle Obama sat down with Jimmy Fallon on Wednesday's Tonight Show, and opened up about how her family's departure from the White House has hit them all harder than expected.

"It has been surprisingly emotional for all of us in ways we didn't expect," she revealed after reminiscing with Fallon about the sketches her family has filmed on The Tonight Show, and the many initiatives the late-night host has helped her promote over the past eight years.

The two also discussed President Barack Obama's touching farewell address, where many in the audience -- including the couple's eldest daughter, Malia -- were brought to tears, while Michelle managed to remain composed and tear-free.

"You kept it together, but I lost it," Fallon admitted. "I was crying on my wife's shoulder. I was like, 'He's just the best man in the whole wide world.'"

WATCH: President Barack Obama Delivers Emotional Farewell Address -- Celebs React with Love, Passion and Tears

While Michelle, 52, and Malia, 18, watched the speech from the audience, the couple's 15-year-old daughter, Sasha, was not in attendance.

"She had a final," Michelle revealed with a shrug. "You know the Obamas. 'Girl, sorry. You take your test. You can say goodbye later.'"

MORE: The Obama Family's Big 2016 -- The 12 Best Moments from the President's Last Year in Office

While FLOTUS didn't tear up during her husband's farewell speech, she did have an emotional moment when Fallon surprised her by having Stevie Wonder serenade her on The Tonight Show.  

In addition, the two participated in a fun segment of "Thank You Notes," and Michelle's first message to her husband ended up being the sweetest note ever.

"Thank you, Barack," Michelle said aloud as she scribbled her note as soft "Thank You Note music" played in the background. "For proving you're not a lame duck, but my very own silver fox."

Prior to the first lady's appearance on the late-night program, Fallon shared one of the most touching and emotional prank videos ever made. Unsuspecting people were asked to tape goodbye messages for Michelle, and were unaware that she was actually standing behind a curtain listening to their kind words.

WATCH: Michelle Obama Gives Emotional Final Speech: 'Being Your First Lady Has Been the Greatest Honor of My Life'

When she came out to surprise them, their reactions were all the same: total shock and instant tears of joy.

While she didn't get too caught up during her husband's speech, Michelle shed a few tears during her own heartfelt farewell address last week. Check it out: