Before shopping, Mrs. Obama spoke about the importance of healthy eating to about 300 shoppers gathered in the drizzling rain.
"I have never seen so many people so excited about fruits and vegetables," she told the cheering crowd. "The kind of food that we put into our body gives us the energy to get through the day."
Mrs. Obama praised farmers markets as places where Americans can learn more about how their food is produced.
"Get to know the people who grow your food how they do it, who they are as people," she said.
Farmers markets play an especially important in neighborhoods where access to healthy options are limited, she added.
The first lady has been promoting locally grown food and healthy eating with a popular vegetable garden at the White House.