He said 15-year-old Sasha had recorded him discussing the social network at a family dinner and then quietly posted a reaction to her friends.
It is not the first time President Obama has discussed Sasha’s online activities.
In July, Barack Obama said Sasha also tweets, leading several media outlets to try to identify her account.
It remains secret.
Likewise a copy of the described Snapchat post has not been made public. Messages posted to the app are designed to disappear after being viewed or within a short period of time, but there are ways to circumvent the restrictions.
Barack Obama recounted the latest event on Monday’s edition of the Jimmy Kimmel Live TV show.
“Sasha gave me instructions on Snapchat,” said the president.
“One night at dinner we’re sitting there, and I had read that Snapchat was becoming really popular among her age cohort. So, I said: <<So, tell me about Snapchat.>>
“So, she starts explaining stuff – you can make little faces on your picture, and this and that and the other.
“And at the end of it, Michelle and I are sitting there. And I said: <<Isn’t this interesting?>>
“And I started talking to Michelle about the implications of social media and what all this means.
“[And I] come to find out she was recording us the whole time, and then sent to her friends afterwards: <<This is my dad lecturing us on the meaning of social media.>>
“And she took a picture of herself sort of looking bored.”
The president added that the first lady – who joined Snapchat in June – and his eldest daughter Malia had “loved” the post.
Jimmy Kimmel joked that the event represented a security breach.
Barack Obama also mentioned that his own iPhone was limited to receiving emails and browsing the internet, and would not take photos, play music or make calls.
“My rule has been throughout my presidency, that I assume that someday, some time, somebody will read this email,” he said.
“So, I don’t send any email that at some point won’t be on the front page of the newspapers.”
Democratic nominee Hillary Clinton has been beset by a scandal over leaked emails, while her rival Donald Trump has been accused of using outdated software on his company’s email servers.
Barack Obama also said that he expected technology to preoccupy his successor.
“One of the biggest challenges… is going to be: how do we continue to get all the benefits of being in cyberspace but protect our finances, protect our privacy?
“How do we balance issues of security? Because people expect the government to monitor this enough to protect them from bad guys.
“But they worry that if government is in there too much, then who is going to protect them from government?
“This is going to be a big debate that we’re going to have for a long time.”
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