The Obamas dined at Bourbon Steak at the Four Seasons hotel, according to a White House pool report.
The couple's 20th anniversary fell on Wednesday, the date of the first presidential debate.
"A year from now we will not be celebrating it in front of 40 million people," the president promised.
His GOP challenger, Mitt Romney, also wished the first family well, joking that "I’m sure this was the most romantic place you could imagine - here with me."
Last year, the Obamas marked their 19th anniversary with a dinner at Restaurant Eve in Alexandria, Va.
This year's private dinner provides the president with a brief break from his busy campaign schedule. Last week, he followed up the first debate in Denver, Colo. with campaign stops in Virginia and Ohio, two key swing states.
On Sunday, the president will depart for California where he will hold fundraisers and events in Los Angeles and San Francisco.