"Dr King's dream is our dream. It is the American Dream. It's the promise stitched into the fabric of our nation, etched into the hearts of our people and written into the soul of humankind," Trump said in the message.
The White House generally does not confirm whether Trump is playing golf while at the club.
Before eating dinner there yesterday, Trump took questions on the front portico and denied that he used the phrase "shithole countries" to refer to Haiti and some African and Latin American countries. He also denied that the reported remark, made in the context of debate over U.S. immigration policy, showed him to be a racist.
"No, no, I'm not a racist," Trump told reporters. "I am the least racist person you have ever interviewed, that I can tell you."
Trump returned to Mar-a-Lago, a posh, historic coral-coloured compound that is also a members-only club. Along his route from Trump International, the motorcade sped past a crowd of demonstrators waving Haitian flags and signs.
One placard read: "Haiti is not a shithole".
A smaller group of about a dozen Trump supporters gathered nearby. One sign read: "Honk for Trump".
Once there, Trump continued a public feud with Senator Richard Durbin, (D), who has accused Trump of making the "shithole" remark during a meeting with Durbin and other lawmakers last week.
"Senator Dicky Durbin totally misrepresented what was said," Trump tweeted.
Durbin was the only Democrat present at the White House meeting on immigration, including whether to extend new protection to hundreds of thousands of young people brought to the United States illegally as children. Trump has rescinded protection under the Obama-era Deferred Action for Childhood Arrivals programme, or DACA.
Some Republicans have disputed that Trump made the remark; others have declined to discuss the matter in detail. The White House did not initially deny that Trump used that language.
Before leaving the White House on Saturday, Trump signed a proclamation for Martin Luther King jnr Day and stood with a niece and nephew of King's to honour the activist's life.
"Through his bravery and sacrifice, Dr King opened the eyes and lifted the conscience of our nation. He stirred the hearts of our people to recognise the dignity written in every human soul," Trump said then.
"Today, we celebrate Dr. King for standing up for the self-evident truth Americans hold so dear, that no matter what the colour of our skin or the place of our birth, we are all created equal by God."
Isaac Newton Farris, a nephew of King's, addressed Trump and Vice-President Mike Pence, who also attended the ceremony.
"If my uncle were here today, the first thing he would say is, 'What are we or what are you doing for others?' " Farris said, adding that King's widow (and his aunt), Coretta Scott King, had asked Congress to call the holiday a day of service.
"We did not want the King holiday just to be a day of hero worship. As his nephew, I certainly think that he was one of the greatest Americans that we have produced. But it should not be a day of hero worship. And that's why the Congress agreed with my aunt and also made it a day of service," Farris said. "We refer to it as a day on, not a day off."
Sarah Huckabee Sanders tweeted about King, as well as about the battle over school desegregation in Little Rock, where she grew up. "Central High is now one of the most racially diverse schools in the state, and black unemployment in America just hit an all time low," Sanders wrote. "Far more to be done, but let's honour MLK's great legacy by empowering all Americans with better schools and better opportunity."
Sanders also retweeted a State Department message about how the day of service is honoured at US embassies and consulates worldwide.
Trump's re-election campaign issued a statement from daughter-in-law Lara Trump in honour of the King holiday.
"Today we join all Americans in reflecting on the legacy and achievements of Dr Martin Luther King jnr. He truly changed the course of human history, and his principles of nonviolence in pursuit of equality and justice continue to serve as an example for all the world," the statement said.
"In so many ways, the hope and promise of Reverend King exists today, yet we are all called upon as Americans to continue his work and ensure that equal opportunity is available in every community and every corner of our society, including for our children and grandchildren."
Congressman John Lewis, (D), branded Trump a racist in an interview. The President's vulgar remark last week was only the latest example, Lewis and other Trump critics have said.
Trump was also widely criticised in the summer for equivocal remarks about white supremacists who demonstrated in Charlottesville, Virginia, against the potential removal of a Confederate statue. A woman who had come to demonstrate in opposition to the white supremacists was killed.
Trump later decried the removal of "beautiful" Confederate memorials to the Civil War.
"They're trying to take away our history," Trump said at a rally in Phoenix, Arizona, in August.
The President's criticism of kneeling NFL players also struck many critics as thinly veiled racism. Most of the players who took a knee rather than standing during the playing of the national anthem this season were black. The gesture was meant as a protest against inequality and police brutality.
Trump said it was an affront to patriotism and that players had many other ways to protest.
NFL owners should respond to the players by saying, "Get that son of a b**** off the field right now. Out. He's fired. He's fired!" Trump said in September.