EXCLUSIVE

President Obama and Michelle Obama will be leaving frigid Washington D.C. for sunny Palm Springs ... TMZ has learned.

We're told when the First Family leaves the Capitol after the inauguration, they'll take a chopper (it will not be Marine One because he won't be the active president when he boards) to Andrews Air Force Base.

Our sources say at 2:45 PM they will leave Andrews on Special Air Mission 29,000, the plane that will take them to Palm Springs. It's the same plane that Obama used as president, but it won't be called Air Force One.

As for their return to D.C. where they'll be living, they won't have a government plane at their disposal. It's only one way.