The First Lady began visiting the centre after husband, President Donald Trump, came under fire for allegedly separating illegal immigrant parents from their children. On camera a Customs and Border Patrol agent told the First Lady "there have to be consequences" for those families attempting to enter the US, often to seek asylum.
Protesters say they are demanding that all children separated from their parents at the border be reunited.
Rep. Vicente Gonzalez (D-Tex.), whose district Trump visited on her first trip, said he was skeptical of her motivation, but he's taking her words of concern at face value.
ABC's Lauren Pearle and Justin Doom contributed reporting to this article. For her flight to the state, she chose to wear a coat bearing the slogan: "I really don't care, do u?".
On Thursday, the first lady set off from Andrews Air Force Base in Maryland for Arizona wearing a black shirt and white trousers, which she paired with black flats. This will be her second trip touring facilities holding migrant adults and children.
Melania took the jacket off before she arrived to her destination, but had it back on when she got back to D.C.
"She really wants to learn and educate herself about issues on the border", her spokesperson Stephanie Grisham told reporters.
Border Protection Commissioner Kevin McAleenan said 1,600 people, including 539 in families, tried to enter the United States illegally the day before.
White House Press Secretary Sarah Huckabee Sanders said that while there had been no official change in the zero-tolerance policy, the reality was that the government does not have the ability to detain all of the families crossing the border illegally, the New York Times reported.
Police repeatedly warned several dozen demonstrators on Campbell Avenue to stay on the sidewalk as they gathered in front of the Southwest Key facility housing migrant children.
"Migration is a human right".
Earlier this week, a USA court blocked the administration from separating families at the border and ordered all children be reunited with their parents in 30 days. The order poses logistical problems for the administration, and it was unclear how it would meet the deadline.