The late-night funnyman's quips, however, came on the same day that Mrs. Trump was seen sitting next to her husband President Donald Trump during a solemn White House ceremony in which Gold Star Families were honored.
"Well I'm not surprised", Colbert joked about the absence, "it took that Shawshank guy years to tunnel out".
First Lady Melania Trump made her first public appearance in almost a month on Monday after undergoing a medical procedure in mid-May.
The event, a private East Room reception for more than 40 Gold Star military families, was not in and of itself an unusual activity for the first lady of the United States.
Colbert then noted that when the First Lady arrived back in the White House after her medical procedure, President Donald Trump tweeted a welcome where he accidentally refered to her as "Melanie".
Three unnamed current and former White House officials told CNN that another Hagin catchphrase is "this would never happen in the Bush administration", often served up with an eye roll for emphasis.
The White House announced May 14 that she had been hospitalized to treat a kidney condition described as benign.
On May 10, the first couple welcomed home American hostages from North Korea.
"Could you imagine if he called her the wrong name in bed?" he quipped.
"Mrs. Trump has always been a strong and independent woman who puts her family, and certainly her health above all else, and that won't change over a rabid press corps", said Grisham.
CNN also has focused in recent days on questions about the first lady's whereabouts.
"Honoured to pay tribute to our fallen heroes", read a tweet posted on her official Twitter account.