"Saturday Night Live" during its latest episode showed Melania TrumpMelania TrumpFirst lady listens to students discuss online civility Trump to visit Andrews to receive body of fallen secret service member The Hill's 12:30 Report MORE seeking advice from past first ladies ahead of her husband's first State of the Union address.

Cecily Strong played the first lady preparing to go to the event and questioning how she would "ever get through" the address

"Come on Melania, practice your happy face," she says in the skit. "I don't belong as first lady, I wish I could talk to someone who's been through this whole mess before."

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Natalie Portman's Jackie Kennedy then appeared in the skit. Trump questioned how she could be a good first lady when "Donald make it so hard."

Portman's Kennedy told the first lady that her approval rating was "through the roof."

"Yes, yes, people like me because they're like, 'That lady look how I feel,' " Trump says in the skit.

Former first lady Hillary ClintonHillary Diane Rodham ClintonProminent Putin critic: If Trump turns me over, I'm dead Dems unveil slate of measures to ratchet up pressure on Russia Trump tweets old video of Clinton talking up 'a strong Russia' MORE, played by Kate McKinnon, also appeared in the skit, telling Trump: "I feel your pain, but you married him."

The skit also featured Leslie Jones's Michelle ObamaMichelle LeVaughn Robinson ObamaMichelle Obama joins stars in launch of voter registration push The Hill's Morning Report — Russia furor grips Washington Michelle Obama launches voter registration initiative ahead of midterms: report MORE, saying she and former President Obama have a "perfect relationship."

At the end of the skit, Kennedy tells Trump to do what first ladies have always done during the State of the Union: "Stand there and clap."

"OK, but sometimes I'm going to sit down and not clap," Trump says in the skit.

The interactions between the president and the first lady have drawn media interest since The Wall Street Journal reported that President TrumpDonald John TrumpNFL freezes policy barring players from protesting during anthem McConnell spokesman on Putin visit: 'There is no invitation from Congress' Petition urges University of Virginia not to hire Marc Short MORE's personal lawyer arranged a $130,000 payment to adult-film star Stormy Daniels during the campaign as part of a nondisclosure agreement regarding an affair with President Trump.

The first lady was reportedly blindsided and furious over the report.

Melania Trump dropped out of the president’s trip to the World Economic Forum in Davos, Switzerland, earlier this month. She visited the U.S. Holocaust Memorial Museum and then made a surprise trip to Florida during his time overseas.