RIYADH, Saudi Arabia -- Accompanying President Trump on his first international trip, U.S. first lady Melania Trump on Saturday stepped off of Air Force One conservatively dressed in long sleeves and pants to conform to the strict dress code that Saudi Arabia enforces for its female citizens. But one thing was missing from her ensemble: a headscarf.

Instead, Mrs. Trump's hair blew freely in the breeze at King Khalid International Airport in the capital city of Riyadh.

Under the kingdom's strict dress code for women, Saudi women and most female visitors are required to wear a loose, black robe, known as an abaya, in public. Most women in Saudi Arabia also cover their hair and face with a veil known as the niqab.

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But covering one's head is not required for foreigners, and some Western women choose to forego the headscarf while in Saudi Arabia.

Michelle Obama did not cover her head when she accompanied then-President Barack Obama on a condolence visit in January 2015 after the death of King Abdullah. And during her time as first lady, Laura Bush generally went without covering her head, though she once briefly donned a head scarf she received as a gift.

Left: First lady Laura Bush in Riyadh, Saudi Arabia, on May 16, 2008. Right: First lady Michelle Obama in Riyadh in January 2015. AP

As Mr. Obama's secretary of state, Hillary Clinton also did not cover her head on visits to Saudi Arabia.

Earlier this year, British Prime Minister Theresa May and German Chancellor Angela Merkel also shunned head coverings, showing how common it is for high-level female visitors to skip wearing a headscarf.

Mr. Trump's daughter, Ivanka, a senior White House adviser who is accompanying her father, also did not cover her head.

Nonetheless, Mr. Trump, whose long trail of Twitter messages often comes back to haunt him, tweeted his displeasure over Mrs. Obama's decision to appear bare-headed in 2015.

Many people are saying it was wonderful that Mrs. Obama refused to wear a scarf in Saudi Arabia, but they were insulted.We have enuf enemies — Donald J. Trump (@realDonaldTrump) January 29, 2015

Saudi Arabia is the first stop on a four-nation, five-stop tour that will also take Mr. Trump to Israel, Italy and Belgium before returning to the White House at the end of next week. The first lady is joining the president for the entire trip.

Saudi Arabia adheres to an ultraconservative interpretation of Islamic Shariah law where unrelated men and women are segregated in most public places. Women are banned from driving, although rights advocates have campaigned to lift that ban.

Guardianship laws also require a male relative's consent before a woman can obtain a passport, travel or marry. Often that relative is a father or husband, but in the absence of both can be the woman's own son.