Eleanor Roosevelt became the first First Lady to appear in trousers at a formal function, presiding over the Easter Egg Roll in 1933 wearing riding trousers, a consequence of not having time to change after an early morning ride. However, she seemed to embrace the unconventional circumstance, posing for a photo in trousers on the South Portico of the White House. Vogue featured its first spread of women wearing slacks in 1939.

Source: Wikipedia