Last month, Obama was asked during an interview with the "Today Show" about rumors he had learned the dance.
"Fortunately we destroyed the tapes," Obama joked, adding that the first lady often tells him that she is better on the dance floor.
"She consistently maintains, and I don't argue with her, that she's a better dancer," Obama said.
In December, President Obama was criticized by Republicans when he attended a charity performance featuring "Gangnam Style" singer Psy. In 2004, Psy released a song that called for killing "Yankees" involved in torture in Iraq; he later apologized for the song's lyrics.
Obama says daughters taught him 'a pretty good Gangnam Style'
The president was commemorating the 60th anniversary of the alliance between the countries and complimenting the "extraordinary progress" the South had made as an economic and cultural force during that time.