Washington (CNN) Former first lady Michelle Obama relived an awkward Inauguration Day gift exchange during her first television interview since leaving the White House.

"Well, there's all this protocol," Obama told "Ellen" host Ellen DeGeneres in an episode set to air Thursday, describing what happened when the new first lady, Melania Trump, unexpectedly handed her a Tiffany's box at the front steps of the White House on Inauguration Day last year.

The former first lady said the gift was a "lovely frame."

"I mean, this is like a state visit, so they tell you that you're going to do this, they're going to stand here. Never before do you get this gift, so I'm sort of like OK. ... What am I supposed to do with this gift?" Obama said.

"No one would come and take the box," she said, "And I'm thinking, 'Do we take the picture with (it)?' "

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