Mrs. Obama will be joined at the game by Vice President Joe Biden's wife, Dr. Jill Biden.
Major League Baseball is dedicating Game 1 to veterans and their families, and Mrs. Obama and Mrs. Biden will spend most of the day Wednesday in the Bronx visiting patients at the James J. Peters V.A. Medical Center.
Recently, the two women appeared together in a public service announcement broadcast at baseball stadiums around the country. The announcements are part of a White House effort to promote volunteerism and support of military families.
The attendance of the First and Second ladies at Game 1 means even tighter security at Yankee stadium, sources said.