We have bumps in the road.
She confessed to Fallon these last weeks have been far more emotional than she anticipated. It's well known that he considers Donald Trump a threat to the United States' future, as everything that was accomplished since 2008 could be upended by the president-elect.
"Democracy is not about party, it's not about demonizing the other side", Obama said.
Describing her emotions at the president's farewell address in Chicago Tuesday, Obama said, "I lost it at home ..."
That eventually led to a segment called "Thank You Notes", where Michelle thanked Barack for being her "silver fox".
As he finished his performance, the First Lady walked from the sofa where she had spoken to host Mr Fallon to embrace the musician.
Those first-lady fans weren't the only ones who took the opportunity to show their support on Wednesday night's show.More news: US Senate to act on Obamacare repeal
"You took on a role you didn't ask for and you made it your own with grace and grit and style and good humour".
We're certainly going to miss her. While many were wondering where Sasha Obama was, Michelle explained that she had a final and couldn't make it. "Mom jeans and all".
So, what's next for Obama in a post-FLOTUS world?
She added: "We'll be here to help them as much as they want to be helped". "This was not what I was expecting", the guest said, tearing up. "Yesterday I was eating pizza bites and sitting in my bed".
Another participant turned out to be a former classmate of Obama's.
Saying goodbye to the Obamas is an emotional moment for many Americans who've watched the First Family push for change and give voice to the voiceless.
The First Lady says she won't run for office, but Jimmy Fallon is trying to convince her anyway.