US First Lady Michelle Obama on Saturday called on students to study abroad to build "bridges of understanding" during her visit to a Beijing university.

"Studying abroad is about so much more than improving your own future. It's about shaping the future of your countries and of the world we all share," Obama said in a speech at the Stanford Center of the prestigious Peking University.

Saturday is the third day of Obama's first China visit, also her third foreign trip without the US president since moving into the White House.

She started the speech with a few words about the missing Malaysian Airlines Flight 370, saying "we are keeping all the families and loved ones of those on this flight in our thoughts and prayers at this very difficult time."

Obama said relationships between nations are not just about relationships between governments or leaders. "They are about relationships between people, particularly our young people."

"By learning each other's languages and by showing such curiosity and respect for each other's cultures, you are building bridges of understanding that lead to so much more," she told an audience of about 200 students from China and America.

She reviewed her husband's announcement of the "100,000 Strong" initiative in 2009, a national effort to increase the number and diversity of American students studying in China.

On the 35th anniversary of China-US diplomatic relations, the US government is supporting more American students in China than any other country in the world, she said.

China is currently the fifth most popular destination for Americans studying abroad, she said, adding the highest number of exchange students in the United States are from China.

Obama cited some examples of American students experiences in China, quoting one who said "studying abroad is a powerful vehicle for people-to-people exchanges as we move into a new era of citizen diplomacy."

She called on students to keep seeking study abroad experiences.

"Every day, you show the world your countries' energy, creativity, optimism and unwavering belief in the future."

"Every day, you remind us of just how much we can achieve if we reach across borders... and learn to see ourselves each other and confront our shared challenges with shared resolve."

After the speech, Obama joined a video conference between Peking University and Stanford University, where students discussed how new media and technology have impacted on education.

Later on Saturday, Obama, her daughters Malia and Sasha, and her mother Marian Robinson took a tour of the Summer Palace in the suburbs of Beijing. They will visit the Great Wall on Sunday.

Their week in China includes stops in Xi'an, an ancient capital known for its Terra Cotta Warriors, and Chengdu in southwest Sichuan Province, the hometown of pandas.