"Saturday Night Live" during its latest episode showed Melania TrumpMelania TrumpMelania spokeswoman calls for boycott of TI over video The Hill's 12:30 Report: Trump sends Pompeo to meet Saudi king | How Trump could work with a Dem House | Trump heads to Florida to view hurricane damage The Hill's Morning Report — Presented by the Coalition for Affordable Prescription Drugs — Trump travels to hurricane-ravaged Florida, Georgia 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 ClintonCarter Page files defamation lawsuit against DNC Dems fear party is headed to gutter from Avenatti’s sledgehammer approach Election Countdown: Cruz, O'Rourke fight at pivotal point | Ryan hitting the trail for vulnerable Republicans | Poll shows Biden leading Dem 2020 field | Arizona Senate debate tonight 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 ObamaMinnesota GOP Senate candidate compared Michelle Obama to a chimp in Facebook post Former Clinton aide Reines: ‘Party of snowflakes’ suddenly remodeled as 'angry mob of terrorists’ Noisy democracy, or rude people behaving like children? 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 TrumpKey takeaways from the Arizona Senate debate Major Hollywood talent firm considering rejecting Saudi investment money: report Mattis says he thought 'nothing at all' about Trump saying he may leave administration 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.