The couple, who have just days left before President-elect Donald Trump takes the reins at the White House, spent Martin Luther King Jr Day volunteering at the Jobs Have Priority Naylor Road Family Shelter.
Mr and Mrs Obama helped residents of the 28-apartment shelter paint a mural of Dr King, before spending some time in the playground with the children living at the shelter.
While pushing two girls on the swing, Mr Obama noted that Sasha had been just as small when the family moved into the White House.
“Brings back memories,” he said.
Earlier this month, the couple donated their daughters’ swing set to the shelter after first offering it to Mr Trump and his family, who turned it down.
Barron Trump, who is 10 years old, and his mother Melania will not move to Washington when Mr Trump is sworn in, instead remaining in New York for at least another six months so Barron can see out the school year.
The swing set — which includes a fort, climbing wall and slide — had spent almost eight years sitting on the South Lawn of the White House, where Mr Obama could see it from the Oval Office.
It is affixed with a brass plaque reading “Malia and Sasha’s Castle”.
Sasha and Malia Obama were aged just seven and 10 when the family moved into the White House in January, 2009.
Just two months later, the swing set was a surprise present, paid for by the Obamas, to help the girls feel more at home. Read More