Melania is premiering at the Kennedy Centre in Washington DC, where the Trumps were the final VIPs to walk a charcoal-coloured runway for the event.
The film opens in theatres worldwide on Friday.
"I want to show the audience my life, what it takes to be a first lady again and (the) transition from private citizen back to the White House," Melania Trump told reporters.
She added that audiences will see how she conducts her businesses and philanthropy, cares for her family and sets up her White House team.
"It's beautiful, it's emotional, it's fashionable, it's cinematic and I'm very proud of it," she said.
The documentary, which was produced by AmazonMGM Studios and is said to have cost $US40 million ($A57 million), will stream exclusively on the Amazon Prime Video streaming service after its theatrical run in approximately 1600 screens worldwide on Friday, including about 1500 in the United States.
But director Brett Ratner said he would not measure success by how the film performs at the box office.
"It's a documentary and documentaries historically have not been huge box office smashes," he told reporters on his way into the premiere. "You can't expect a documentary to play in theatres."
The Republican president saw the nearly two-hour film for the first time at a private White House screening over the weekend. He said he thought it was "really great".
"But it really brings back a glamour that you just don't see anymore," Trump said. "Our country can use a little bit of that, right?"
Several members of the president's cabinet and of congress, along with conservative commentators, attended the showing in the Kennedy Centre's Opera House on Thursday, US time.
Top Trump administration officials, including Health and Human Services Secretary Robert F Kennedy Jr, Commerce Secretary Howard Lutnick and Defence Secretary Pete Hegseth were there.
Kennedy said the first lady has "largely been misunderstood".
"She's a deep person. She's deeply concerned about our country," he said.
Melania Trump has said the film shows her behind-the-scenes life as she juggles being a businessperson, a wife and a mother, as well as the co-ordinator of her family's move back to the Executive Mansion.
"Everyone wants to know. So here it is," she said in the movie trailer.
It was unclear how much money Melania Trump stands to earn or what her plans are for any film proceeds.
Experts said it was unusual for a first lady to pursue a project of this kind from the White House - but not unusual for the Trumps.
"As far as I know, she's the first first lady to be paid a lot of money to have a documentary made about her and it is unprecedented in terms of the Trumps because they are always breaking precedent," said Katherine Jellison, professor emerita of history at Ohio University.
With Reuters
