'I couldn't wait for Election Day!' tweeted the First Lady, accompanied by a photo of her proudly showing off the envelope holding her absentee ballot.
And at a rally in Delaware, Ohio on Monday, Michelle told supporters all about it.
"This morning, I cast my vote early for Barack Obama," she said, drawing cheers from the crowd.
"Today! I voted for my husband. Yes! It felt so good. Right now, my absentee ballot is on its way to Illinois, my home state."
"Forgive me if I'm a little excited today. For me it was Election Day."
Mr Obama is due to follow his wife's example, and will cast his own vote early in person in Illinois on October 25 — three days after the final presidential debate.
He says it will mark the first time a presidential candidate and his wife have ever both cast their votes before Election Day, which falls on November 6 during the race for the White House this time around.
"If your state has early voting, join me," tweeted the US leader, who wants to encourage supporters to vote absentee by mail or cast their ballot at an early voting station.
In the 2008 presidential race, Mr Obama dominated early voting, giving him a clear early advantage over his Republican rival John McCain.