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Former first daughter shares Christmas memories from the White House

Hager was discussing her new NBC special, alongside NBC special correspondent Meredith Vieira, on MSNBC's "Morning Joe."

"We're such a small group of women and men, I mean mainly women in this special, who have had the privilege of living in the White House, although I never lived there, but you know spending time in the White House. Even though we're defined by so much more, our careers, our husbands, our children, its a privilege, so we thought it would be fun to share," she said.

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Hager, a "Today" show correspondent, pointed out that as first families her grandparents and parents chose to stay near Washington, D.C., for the holiday season, so that staff did not have to travel away from their families.

"Even now, I said, 'what are we doing for Christmas this year?' And my parents said, 'well, we're staying Dallas, so the Secret Service can be with their families and you go spend time with your in-laws,' " said Hager laughing.

Hager made news of her own when she announced on NBC's "Today" show last week that she and husband Henry are expecting a baby.

"So what's the due date?" pressed host Joe Scarborough.

To which Hager responded, "Oh, yeah right!"

The former first daughter wouldn't reveal the date, but did offer the season — "spring."

"I'm not going to say the due date, but I'm due in the spring," said Hager.