The couple is originally from Slovenia.
"It went well and they are very grateful and appreciative of this wonderful day for their family", the couple's immigration attorney, Michael Wildes, said.
Wildes called family-based migration "a bedrock of our immigration process", and when asked if the pair had gained citizenship through the system reportedly replied, "I suppose".
"This vital reform is necessary, not just for our economy, but for our security, and our future", he said. In November, Trump railed against the process on Twitter.
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The Knavs were living in the United States as legal permanent residents with green cards prior to taking the final steps to become full citizens. The Slovenian immigrants, a former vehicle dealer and textile factory worker, had been living in the U.S.as permanent residents.
Viktor Knavs is 74, two years older than his son-in-law.
On Thursday, the president and first lady were vacationing at the Trump National Golf Club in Bedminister, New Jersey, and she did not accompany her parents to the ceremony.
The AP writes that arriving at the ceremony, the Knavses "slipped in and out of a side entrance at a Manhattan federal building flanked by Department of Homeland Security police".
"He said: 'Hey look, there's people, nice people, they're relaxing, some are jogging, '" Mr Trump said during a rally last week in Wilkes-Barre, Pennsylvania, lamenting the lives lost and those who were injured.
Iran sanctions ‘most biting’ in history
Speaking in a television interview, he also demanded compensation for decades of American "intervention" in the Islamic Republic. Most foreign businesses will not invest in Iran and will pull out, opting instead to stay in the good graces of the U.S.
Trump has vehemently opposed the "chain migration" system, more commonly known as family-based immigration, that lets adult American citizens obtain citizenship for their relatives.
The Knavses frequently travel with the Trumps and split their time between New York, Palm Beach and Washington, where they stay in the White House, the NYT report added.
The Knavses, both in their 70s, raised Melania Trump in Sevnica, a Slovenian town of around 4,500 people.
She attended high school in the Slovenian capital, Ljubljana, and changed her name to Melania Knauss when she started modeling.
Melania Trump became a U.S. citizen in 2006, after entering the United States on a coveted Einstein visa for people of "extraordinary ability" in 2001 when she was working as a model.
North Korea condemns new USA sanctions
The report said: "North Korea has not stopped its nuclear and missile programs and continued to defy Security Council resolutions".
It is not infrequently the site of protests, but on Thursday, things were quiet as the first lady's parents came and went. "Those many people are not doing us right". Now, we're certain his shameless hypocrisy sees no boundaries.