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Jenna Bush Hager knows what it's like to be a first kid, and she's the first to admit it's not an easy gig.

That's probably why she's "fiercely protective" of Sasha and Malia Obama, she told Andy Cohen Wednesday on Bravo's Watch What Happens Live, explaining, "It's not a job that they wanted."

"Obviously I had a hard time [when father George W. Bush was president]," she admitted, "but it's also a privilege...They're great girls."

The 33-year-old Today correspondent didn't directly address the harsh comments made by (former) GOP staffer Elizabeth Lauten about Sasha and Malia's clothing at the White House turkey pardoning last week. She did, though, point out that since her own tenure as first kid, "social media sort of exploded"—which only makes the glare of the spotlight that much brighter.

Still Sasha, 13, and Malia, 16, "have done an incredible job" as first daughters, Jenna gushed.

Unlike the Obama girls, Jenna didn't live in the White House full time when her father was president from 2000 to 2008. Back then, she was 19 and already off attending college at the University of Texas at Austin. Still, she spent some time at 1600 Pennsylvania Avenue on holidays and breaks.

One WWHL viewer called in to ask Jenna if she ever "fooled around" in the White House! Her cheeky response? "Listen, a lady never talks!"

She finally admitted, though, that "maybe there was a little hanky-panky," telling Andy, "Maybe like a kiss on the roof!"

Scandalous!

(E!, NBC are Bravo are all part of the NBCUniversal family.)