"It doesn't hurt," she said. "The problem is they're writing the history and it's not correct."
Melania Trump addressed speculation about her marriage using a familiar lament about the media: "They like to focus on the gossip, and I would like that they focus on the substance not just about nonsense."
The Hannity interview is the second televised interview the often-reticent Trump has granted since coming to the White House. The rare sit-down took place on the U.S.S. George H.W. Bush aircraft carrier as Hannity accompanied Melania Trump during several otherwise closed-to-press military events on Wednesday, including meeting with servicemembers and their families at Washington's Joint Base Anacostia - Bolling and Joint Base Langley - Eustis in Hampton, Va.
Melania Trump has previously taken issue with media coverage of her. Her public concern about how she is depicted in books written about her husbands administration, though, is a fresh complaint.
In Fire and Fury, Michael Wolff wrote that Melania Trump cried the night her husband was elected. And although Bob Woodward's Fear: Trump in the White House depicts affection between the first lady and her husband, it also says the couple "never really seemed to merge their lives".
In the interview, Melania Trump reiterated the role she has previously said she plays behind the scenes with her often-blustery husband. Asked whether the president takes her advice on toning down his style, the first lady laughed.
"Well, we could see it," she said. "I don't agree with his tone sometimes, and tell him that... I said to him, I don't think you need to be that out. On the end, it's his decision. He knows the consequences. He's an adult. But he's a fighter. He's the fighter."
And Hannity asked how she felt about a second term for her husband. "The country does best ever," she said. "I want that the country to continue to do well."
"He wants to govern the right way." she said later. "It's tough because the media wants to bash and focus on negativity."
The interview comes amid an unusually busy week for the first lady. On Tuesday, she was also at Joint Base Anacostia - Bolling where she delivered books as part of a Toys for Tots event hosted by the United States Marine Corps Reserve.
And on Thursday, she planned to read to patients at the Children's National hospital in Washington, following a 60-plus-year tradition of first ladies making holiday visits there.