CNN said the flight to Palm Beach was previously scheduled.
The flight was officially designated EXEC1F, a call-sign known to be used when members of a president's family are aboard a military plane. The jet was a Boeing C32-A, which is the same kind of plane used to transport the president, the first lady, the vice president and the secretary of state.
Neither the first lady's spokeswoman nor the White House responded to requests for comment from CNBC.
President Trump's abrupt move to postpone Pelosi's travel overseas came a day after the California Democrat urged Trump in a letter to either reschedule his upcoming State of the Union address to a joint session of Congress or deliver it in writing.
Pelosi cited potential security concerns related to the partial shutdown. She was scheduled with other members to visit NATO commanders in Brussels and troops in Afghanistan over the next several days.
Pelosi and several other members of Congress were about to depart the Capitol on a bus to drive to Joint Base Andrews in Maryland to fly to Europe when the White House announced the postponement.
A White House official told NBC News that all congressional delegations overseas that would have used federally funded military aircraft have been grounded by Trump until the shutdown ends.
Late Thursday, the White House also canceled its delegation's trip to the World Economic Forum in Davos, Switzerland, next week. It had originally planned on sending a five-person delegation led by Treasury Secretary Steven Mnuchin.
"We will reschedule this seven-day excursion when the Shutdown is over," Trump wrote in in his letter to Pelosi. "Obviously, if you would like to make your journey by flying commercial, that would certainly be your prerogative."
Trump's letter, which was made public in a tweet by White House press secretary Sarah Huckabee Sanders, did not mention Pelosi's call for him to postpone the State of the Union address, which the president has not otherwise commented on. But his letter was seen as a retaliation for her suggestion.
A White House official said Trump "took immediate action" on Thursday after learning Pelosi was planning to take the trip.
Pelosi's spokesman, Drew Hammill, in a series of tweets, wrote that the congressional delegation's trip to Afghanistan included a required stop in Brussels for pilot rest.
"In Brussels, the delegation was scheduled to meet with top NATO commanders, U.S. military leaders and key allies – to affirm the United States' ironclad commitment to the NATO alliance," Hammill wrote.
He added that the weekend trip to Afghanistan did not include a stop in Egypt, as Trump had suggested in his letter.