First Lady Michelle Obama showed her sense of humor on the Late Show with David Letterman, telling stories which prompted a few big laughs by the live audience.

One of the biggest on Monday night came when Letterman asked her if President Barack Obama has ever said at the end of a day: "Oh that John Boehner, what an idiot."

"It has never happened...never, never," Mrs. Obama said.

"He's always upbeat," she affirmed. "Particularly about Congress," as Letterman and the audience burst into laughs.

Another funny moment came when Mrs. Obama and Letterman where discussing about going to the 7Eleven.

"So if you said, I'm going to the 7Eleven for a Slurpee. Could you do that?" Letterman asked.

"I technically could. It would drive a lot of people crazy. I threatened to do it all the time, I said I'm walking out that door..I'm walking out, I'm leaving!" Mrs. Obama said joking about how she threatens the security guards at the White House.

Then Mrs. Obama imitated them.

"You see people talking on their wrists 'She's kidding,'"

Sometimes she sneaks out to Target and Pet Co. under cover, she said.

Mrs. Obama also talked about the First Family's dog Bo and discussed a national initiative to honor and support military families.

Watch the 2 segments of Michelle Obama on Letterman below: