The president is "looking forward to a rare opportunity he'll have to spend a little personal time with his daughters," White House spokesman Josh Earnest said in a press briefing on Friday.
Earnest declined to say what the Obamas would be doing this weekend, adding that journalists traveling with the president would would be kept updated, but would not be "participating."
"That might interfere with the personal nature of the father-daughter time," he joked.
Sasha and her dad flew up together Friday in Air Force One.
Malia – spotted earlier this summer in Brooklyn, on the set of HBO's Girls – apparently met them in the city: She reportedly has an internship on the buzzy series, according to the Associated Press.
Yuri Gripas / Reuters
The group had dinner at Carbone, an Italian restaurant in Greenwich Village, followed by an after-hours tour at the Whitney Museum of American Art, according to the AP.
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On Saturday, the group walked through Central Park and met with the president's sister Maya Soetoro-Ng and her husband Konrad Ng. Obama waved to the gathered crowds as he strolled through the park's paths and shook hands with a street vendor.
Later, the family headed to the Richard Rodgers theater where they caught a matinee performance of Hamilton.
First Lady Michelle Obama told Girl Scouts visiting the White House last month that Sasha was at basketball camp this summer while Malia was "working in New York."
Obama flew back in Washington, D.C. on Saturday night.