Trump wore the helmet during a safari at the Nairobi National Park in Nairobi, Kenya, on Friday.
Then, she has been driving to the american embassy, before ending his visit by the site of the pyramids of Giza, near Cairo.
Melania Trump also visited a children's orphanage in Nairobi and was went to the National Theatre where she saw children performing.
In August, the White House announced the first lady would be visiting Ghana, Malawi, Kenya, and Egypt to highlight programs successfully teaching children life well-being skills as part of her BE BEST campaign. However, her choice of headgear has been questioned.
US First Lady Melania Trump walks with her Egyptian counterpart Intissar Amer al-Sisi after arriving at Cairo International Airport.
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At the end of her trip in Egypt Melania addressed reporters near the Great Sphinx in Egypt.
"This is a first lady that no matter what she does - it's sort of 'damned if I do, damned it I don't, '" CNN's Kate Bennett, who traveled to Africa with the first lady, told Inside Edition.
"Melania Trump sporting the flawless look for when you're about to open the world's first living dinosaur theme park", one user commented.
Get your tiny violins ready because Melania Trump feels "victimized and even bullied at times" over the criticisms she receives over her attire.
The first lady received warm welcomes everywhere she went - though there were some reminders of her husband's strained relations with the continent, which he has yet to visit as president.
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Asked if she believed Dr Ford's testimony, the First Lady indicated she did not want to comment directly.
"Melania Trump looks like she's stolen Hannibal Lecter's Florence suits", another said. One or two people who appeared to be Secret Service agents quickly used their hands to support her, but she soon went back to petting the elephants.
Security was tight with police deployed along the route and on rooftops as her convoy drove from the airport to the presidential palace.
In Malawi, Melania visited the Chipala Primary School where she donated textbooks, balls and supplies to the pupils and teachers.
It is unknown if Melania will join Donald, after completing her first solo tour without him by her side.
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One Twitter user suggested Melania has drawn more attention to what she "doesn't do" than what she does.