She chatted in Italian with some of the 600 young patients, who greeted her in unison with "Ciao, Melania!"
After waving at the crowd, President Trump reached out for Melania's hand, when she whisked it away to tuck her hair.
A little boy who I visited today & had been waiting for a heart transplant will be receiving one!
"You never know", museum director Michel Draguet said ahead of the first lady's visit.
After leaving Italy, she and President Trump arrived in Brussels, Belgium, where she will attend spousal programs at the North Atlantic Treaty Organisation and G-7 summits, and later visit USA military personnel and families in Italy.
The hospital, owned by the Catholic Church and founded in 1869, is the largest pediatric hospital and research center in Europe.
NK rebukes UNSC's condemnation over its latest missile test
North Korea says it is prepared to deploy a new medium-range missile as part of an "answer" to President Trump's policies. He was referring to the North by the abbreviation for its official name, the Democratic People's Republic of Korea.
Her visit to the Bambino Gesu intensive care unit was "very emotional", per the pool report.
The first lady was initially caught on camera denying the commander-in-chief as they were walking together in Tel Aviv on Monday.
Trump's first foreign tour, which has so far taken him to Riyadh, Jerusalem and Rome and will end this weekend at a G7 summit in Sicily, has been presented by aides as reassuring allies that Washington remains a reliable partner under a head of state who faces a series of ethics questions back home.
Trump also shared a moving story about a young boy who was just informed he received a heart transplant, adding that she visited with the boy just hours prior. "To spend time speaking to and coloring with children who have such a positive spirit despite illness was an wonderful gift", Trump said in a statement.
The First Ladies group will be hosted by Amélie Derbaudrenghien, the partner of Belgium's Prime Minister Charles Michel, and Ingrid Schulerud, the Norwegian ambassador to Belgium and wife of NATO Secretary-General Jens Stoltenberg.