The first lady had stayed in Trump Tower after Donald Trump's inauguration in January until their 11-year-old son Barron finished the school year.
"Looking forward to the memories we'll make in our new home!" Mrs Trump tweeted after moving in on Sunday night, three days before the president celebrates his 71st birthday.
The tweet came with a photograph of the Washington Monument as seen from what appeared to be the Red Room in the White House.
Her spokeswoman, Stephanie Grisham, confirmed the move.
"It's official! @FLOTUS & Barron have made the move to DC! £WelcomeHome," Grisham tweeted.
Up until now, the 45-year-old first lady has divided her time between Manhattan and Washington DC so that Barron's studies at school would not be disrupted.
Barron, who becomes the first boy to live in the White House since three-year-old John F. Kennedy Jr. in 1963, is to attend a private school in Maryland in the autumn.
So far Mrs Trump's engagements have included entertaining the wives of heads of state at the White House and Mar-a-Lago, and presiding over events ranging from an International Women’s Day lunch to the annual Easter egg roll for children on the White House lawn.
Now she has moved in, pressure will build for her to be seen more and to do more.
"I do think once she's in D.C. there'll be more pressure for her to be working on something that's her own, that's helping some segment of the population because that's what first ladies are supposed to do," said Jean Harris, professor of political science and women's studies at the University of Scranton in Pennsylvania.
Their move move to Washington will ease the burden on the secret service and New York law enforcement officials, whose job it was to ensure their safety in the Trump Tower penthouse. Estimates suggested that police protection could have been been costing the city up to $1 million a day.
The First Lady's arrival comes amid a barrage of damaging Russia-related news leaks, vicious White House infighting and other turmoil that have embroiled the Trump presidency.
During the week at least, Mr Trump has been living alone in the vast, private quarters of the White House as he fended off the slew of damaging reports.