Her absence from public events she would normally attend has sparked speculation in the USA media and on Twitter.
Mrs. Trump's decision not to go to Quebec is a departure from a year ago, when she made an global summit debut at the G7 meeting in Italy and followed up at the forum of G20 industrialized and developing nations in Germany.
Paolo Zampolli, a longtime pal of Melania's, told the Associated Press she "wanted to spend some quality time with her family".
After weeks without public appearances or statements, the first lady tweeted this week to respond to questions about her whereabouts and suggesting the "media is working overtime".More news: Capitals center listed as day to day for Game 3
Watch more of the speculation above, via CNN.
On May 30, an update on Melania Trump's Twitter account read, "I see the media is working overtime speculating where I am & what I'm doing".
Tiffany sported a tweed minidress that she belted at the waist, completing her ensemble with clear-heeled sandals for a summery, on-trend look.
However, the first lady's office knocked down the report as 'false'.
The first lady's public absence and lack of photos of her working at the White House as she claims has led to multiple conspiracy theories.
No date has been set for this year's congressional picnic but last year's took place on June 22 on the White House South Lawn.